+167.4%
XLB vs FHN
+126.6%
+40.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -0.2% | +2.7% | -2.9% | -1.0% |
| 30D | -1.7% | -3.1% | +1.4% | -0.9% |
| 3M | +4.4% | +2.3% | +2.0% | +3.5% |
| 6M | +5.0% | +9.7% | -4.7% | +2.0% |
| YTD | +15.5% | +4.7% | +10.7% | +13.5% |
| 1Y | +14.9% | +13.8% | +1.2% | +9.8% |
| 3Y | +34.5% | +131.6% | -97.0% | +1.8% |
| 5Y | +36.5% | +91.1% | -54.6% | +0.7% |
| All | +167.4% | +126.6% | +40.7% | +67.4% |
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