+26.8%
XHB vs FHN
+134.1%
-107.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.0% |
| 7D | +0.2% | +2.7% | -2.5% | -0.9% |
| 30D | -9.1% | -3.1% | -6.0% | -7.9% |
| 3M | -2.3% | +2.3% | -4.7% | -3.3% |
| 6M | -4.1% | +9.7% | -13.9% | -7.6% |
| YTD | -1.7% | +4.7% | -6.4% | -3.8% |
| 1Y | -15.1% | +13.8% | -28.9% | -20.0% |
| 3Y | +26.8% | +131.6% | -104.7% | -11.9% |
| All | +26.8% | +134.1% | -107.3% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling