+29.5%
XLB vs FHN
+14.6%
+15.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.0% |
| 7D | +3.9% | +2.3% | +1.7% | +3.2% |
| 30D | +8.9% | +1.6% | +7.3% | +8.3% |
| 3M | +4.1% | -8.4% | +12.5% | +6.8% |
| 6M | +7.3% | -2.3% | +9.6% | +7.7% |
| YTD | +20.4% | +1.5% | +18.9% | +17.6% |
| 1Y | +29.5% | +15.0% | +14.5% | +20.1% |
| All | +29.5% | +14.6% | +15.0% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling