+54.6%
XLE vs FHN
+118.6%
-64.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +2.2% | +1.2% | +1.0% | +1.9% |
| 30D | +11.8% | -4.7% | +16.5% | +13.0% |
| 3M | +9.8% | +3.5% | +6.3% | +8.7% |
| 6M | +15.6% | +7.8% | +7.8% | +12.8% |
| YTD | +45.3% | +5.9% | +39.4% | +42.1% |
| 1Y | +48.3% | +12.5% | +35.8% | +42.1% |
| All | +54.6% | +118.6% | -64.0% | +24.9% |
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