+58.1%
XLE vs FHN
+114.0%
-55.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -12.0% | -1.0% | -11.0% | -11.8% |
| 30D | -2.7% | +0.2% | -3.0% | -2.9% |
| 3M | +6.6% | -9.0% | +15.6% | +8.8% |
| 6M | +9.5% | -6.8% | +16.4% | +11.0% |
| YTD | +40.6% | -1.5% | +42.1% | +39.7% |
| 1Y | +43.6% | +10.9% | +32.7% | +37.7% |
| 3Y | +58.1% | +119.4% | -61.3% | +26.8% |
| All | +58.1% | +114.0% | -55.9% | +26.8% |
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