+163.9%
XLE vs FHN
+106.3%
+57.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.4% |
| 7D | -7.9% | -0.5% | -7.4% | -7.8% |
| 30D | -4.8% | +1.9% | -6.8% | -5.7% |
| 3M | +8.4% | -6.9% | +15.3% | +11.3% |
| 6M | +12.7% | -3.1% | +15.7% | +13.3% |
| YTD | +41.3% | +0.6% | +40.7% | +38.9% |
| 1Y | +42.3% | +12.4% | +29.9% | +33.2% |
| 3Y | +65.1% | +133.7% | -68.6% | +7.5% |
| 5Y | +150.2% | +61.4% | +88.8% | +71.6% |
| 10Y | +163.9% | +97.9% | +66.1% | +45.5% |
| All | +163.9% | +106.3% | +57.7% | +45.5% |
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