+60.9%
XLC vs FHN
+124.4%
-63.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +4.9% | -1.0% | +5.9% | +5.1% |
| 30D | -5.8% | +0.2% | -6.0% | -5.9% |
| 3M | -5.4% | -9.0% | +3.5% | -3.5% |
| 6M | -10.2% | -6.8% | -3.3% | -8.9% |
| YTD | -10.2% | -1.5% | -8.7% | -10.3% |
| 1Y | -5.6% | +10.9% | -16.6% | -8.5% |
| All | +60.9% | +124.4% | -63.5% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling