+64.4%
XLF vs FHN
+90.1%
-25.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -1.0% | 0.0% | -1.1% | -1.0% |
| 30D | -1.3% | -2.6% | +1.3% | -0.7% |
| 3M | +9.1% | 0.0% | +9.1% | +9.0% |
| 6M | +14.4% | +9.2% | +5.1% | +11.6% |
| YTD | +5.1% | +4.3% | +0.7% | +3.7% |
| 1Y | +8.6% | +10.8% | -2.1% | +5.3% |
| 3Y | +74.4% | +130.7% | -56.3% | +43.7% |
| 5Y | +64.4% | +87.4% | -23.0% | +29.8% |
| All | +64.4% | +90.1% | -25.7% | +29.8% |
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 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