+208.9%
XHB vs FHN
+128.3%
+80.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -4.6% | -1.2% | -3.4% | -4.2% |
| 30D | -9.1% | -4.8% | -4.3% | -7.6% |
| 3M | -8.6% | -0.7% | -7.8% | -8.4% |
| 6M | -4.0% | +10.6% | -14.6% | -7.3% |
| YTD | -3.9% | +4.6% | -8.5% | -5.6% |
| 1Y | -16.5% | +11.4% | -27.8% | -20.0% |
| 3Y | +22.6% | +132.3% | -109.7% | -10.6% |
| 5Y | +33.9% | +90.2% | -56.2% | -4.5% |
| All | +208.9% | +128.3% | +80.5% | +79.9% |
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