+147.5%
XEL vs FHN
+129.4%
+18.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.1% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | -2.9% | -2.6% | -0.3% | -2.7% |
| 3M | -2.7% | +0.8% | -3.6% | -2.8% |
| 6M | -6.5% | +9.2% | -15.7% | -7.4% |
| YTD | +3.6% | +5.1% | -1.5% | +2.9% |
| 1Y | +7.5% | +12.2% | -4.7% | +5.9% |
| 3Y | +46.3% | +132.4% | -86.1% | +32.1% |
| 5Y | +30.5% | +91.1% | -60.6% | +16.9% |
| All | +147.5% | +129.4% | +18.1% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling