+166.9%
XLE vs FHN
+61.2%
+105.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +5.4% | +2.1% | +3.3% | +5.0% |
| 30D | -3.9% | +3.8% | -7.7% | -4.7% |
| 3M | +7.0% | -8.9% | +16.0% | +9.0% |
| 6M | +14.2% | +1.8% | +12.4% | +13.4% |
| YTD | +48.2% | +0.6% | +47.6% | +47.0% |
| 1Y | +47.7% | +12.9% | +34.7% | +42.7% |
| 3Y | +70.0% | +126.4% | -56.4% | +41.7% |
| All | +166.9% | +61.2% | +105.7% | +120.3% |
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