+816.1%
XLB vs FHN
+50.9%
+765.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.5% | -1.0% | -0.5% | -1.2% |
| 30D | +6.1% | +0.2% | +5.8% | +6.0% |
| 3M | 0.0% | -9.0% | +9.0% | +2.5% |
| 6M | 0.0% | -6.8% | +6.8% | +1.7% |
| YTD | +16.0% | -1.5% | +17.5% | +16.1% |
| 1Y | +24.7% | +10.9% | +13.8% | +20.8% |
| 3Y | +40.4% | +119.4% | -79.0% | +10.7% |
| 5Y | +30.7% | +57.5% | -26.9% | +6.3% |
| 10Y | +173.3% | +114.1% | +59.1% | +90.8% |
| All | +816.1% | +50.9% | +765.2% | +481.0% |
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 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