+139.9%
XLC vs FHN
+74.9%
+65.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -1.4% | 0.0% | -1.5% | -1.4% |
| 30D | -0.9% | -2.6% | +1.7% | -0.4% |
| 3M | -0.3% | 0.0% | -0.4% | -0.4% |
| 6M | -5.2% | +9.2% | -14.4% | -7.0% |
| YTD | -5.3% | +4.3% | -9.7% | -6.4% |
| 1Y | -2.8% | +10.8% | -13.6% | -5.4% |
| 3Y | +71.2% | +130.7% | -59.5% | +41.6% |
| 5Y | +37.6% | +87.4% | -49.8% | +13.5% |
| All | +139.9% | +74.9% | +65.0% | +84.8% |
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