+164.2%
XLB vs FHN
+81.8%
+82.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +0.5% | +2.1% | -1.6% | -0.1% |
| 30D | +5.2% | +3.8% | +1.4% | +4.0% |
| 3M | +0.3% | -8.9% | +9.3% | +3.0% |
| 6M | +1.2% | +1.8% | -0.6% | +0.5% |
| YTD | +16.6% | +0.6% | +16.1% | +16.0% |
| 1Y | +21.4% | +12.9% | +8.5% | +16.6% |
| 3Y | +43.2% | +126.4% | -83.2% | +9.1% |
| 5Y | +28.0% | +62.3% | -34.3% | +0.3% |
| All | +164.2% | +81.8% | +82.3% | +79.2% |
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