+133.6%
XLC vs FHN
+67.7%
+65.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | +3.1% | +1.3% | +1.8% | +2.8% |
| 30D | -4.2% | +2.8% | -7.0% | -4.8% |
| 3M | -2.1% | -8.9% | +6.8% | -0.3% |
| 6M | -6.6% | -0.7% | -5.9% | -6.6% |
| YTD | -7.8% | +0.1% | -7.9% | -8.1% |
| 1Y | -4.1% | +10.4% | -14.5% | -6.4% |
| 3Y | +62.6% | +128.8% | -66.2% | +34.9% |
| 5Y | +39.6% | +61.5% | -21.8% | +19.3% |
| All | +133.6% | +67.7% | +65.9% | +81.4% |
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