+36.2%
XLC vs FHN
+59.8%
-23.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.0% |
| 6M | -10.2% | -6.8% | -3.3% | -9.2% |
| YTD | -10.2% | -1.5% | -8.7% | -10.2% |
| 1Y | -5.6% | +10.9% | -16.6% | -7.5% |
| 3Y | +61.0% | +119.4% | -58.4% | +42.5% |
| All | +36.2% | +59.8% | -23.7% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling