+37.8%
XLC vs FHN
+88.9%
-51.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +0.6% | +2.7% | -2.1% | +0.1% |
| 30D | +0.2% | -3.1% | +3.3% | +0.7% |
| 3M | +0.6% | +2.3% | -1.7% | +0.2% |
| 6M | -4.5% | +9.7% | -14.2% | -6.1% |
| YTD | -4.7% | +4.7% | -9.4% | -5.7% |
| 1Y | -1.7% | +13.8% | -15.4% | -4.2% |
| 3Y | +72.3% | +131.6% | -59.3% | +50.7% |
| 5Y | +37.8% | +91.1% | -53.4% | +18.4% |
| All | +37.8% | +88.9% | -51.2% | +18.4% |
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 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