+425.1%
XLF vs FHN
+53.3%
+371.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +1.2% | +1.3% | 0.0% | +0.6% |
| 30D | +6.2% | +2.8% | +3.4% | +4.8% |
| 3M | +0.9% | -8.9% | +9.8% | +5.5% |
| 6M | +13.6% | -0.7% | +14.3% | +13.7% |
| YTD | +7.6% | +0.1% | +7.5% | +6.9% |
| 1Y | +10.2% | +10.4% | -0.2% | +4.2% |
| 3Y | +79.8% | +128.8% | -49.0% | +14.6% |
| 5Y | +58.0% | +61.5% | -3.5% | +6.1% |
| 10Y | +222.8% | +83.0% | +139.8% | +82.8% |
| All | +425.1% | +53.3% | +371.8% | +134.8% |
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 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