+177.1%
XHB vs FHN
+11.7%
+165.4%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -0.2% | +2.1% | -2.3% | -1.0% |
| 30D | +9.9% | +3.8% | +6.1% | +8.4% |
| 3M | -6.3% | -8.9% | +2.7% | -2.6% |
| 6M | +3.8% | +1.8% | +2.0% | +3.1% |
| YTD | +0.1% | +0.6% | -0.4% | -0.2% |
| 1Y | -0.8% | +12.9% | -13.7% | -5.7% |
| 3Y | +35.6% | +126.4% | -90.8% | -5.4% |
| 5Y | +29.6% | +62.3% | -32.7% | -5.8% |
| 10Y | +237.5% | +84.0% | +153.5% | +107.9% |
| All | +177.1% | +11.7% | +165.4% | +99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling