+988.3%
XLE vs FHN
+50.9%
+937.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 6M | +9.5% | -6.8% | +16.4% | +11.3% |
| YTD | +40.6% | -1.5% | +42.1% | +39.9% |
| 1Y | +43.6% | +10.9% | +32.7% | +37.7% |
| 3Y | +58.1% | +119.4% | -61.3% | +20.9% |
| 5Y | +152.2% | +57.5% | +94.7% | +100.6% |
| 10Y | +172.9% | +114.1% | +58.8% | +91.6% |
| All | +988.3% | +50.9% | +937.4% | +625.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling