+172.7%
XLE vs FHN
+131.7%
+41.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +2.2% | +1.2% | +1.0% | +1.7% |
| 30D | +11.8% | -4.7% | +16.5% | +13.8% |
| 3M | +9.8% | +3.5% | +6.3% | +7.9% |
| 6M | +15.6% | +7.8% | +7.8% | +11.0% |
| YTD | +45.3% | +5.9% | +39.4% | +40.0% |
| 1Y | +48.3% | +12.5% | +35.8% | +38.4% |
| 3Y | +55.4% | +117.2% | -61.8% | +4.6% |
| 5Y | +216.1% | +86.5% | +129.6% | +101.4% |
| All | +172.7% | +131.7% | +41.0% | +34.4% |
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