+34.5%
XHB vs FHN
+90.1%
-55.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -1.9% | 0.0% | -2.0% | -1.9% |
| 30D | -8.3% | -2.6% | -5.7% | -7.7% |
| 3M | -7.1% | 0.0% | -7.2% | -7.2% |
| 6M | -5.3% | +9.2% | -14.5% | -7.3% |
| YTD | -3.2% | +4.3% | -7.5% | -4.3% |
| 1Y | -13.9% | +10.8% | -24.6% | -16.3% |
| 3Y | +24.9% | +130.7% | -105.8% | +3.6% |
| 5Y | +34.5% | +87.4% | -52.8% | +8.0% |
| All | +34.5% | +90.1% | -55.6% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling