+250.2%
XLI vs FHN
+129.4%
+120.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.0% |
| 7D | -2.3% | -0.8% | -1.5% | -2.1% |
| 30D | -8.2% | -2.6% | -5.5% | -7.4% |
| 3M | +0.8% | +0.8% | -0.1% | +0.4% |
| 6M | +0.8% | +9.2% | -8.4% | -2.0% |
| YTD | +10.5% | +5.1% | +5.4% | +8.5% |
| 1Y | +14.1% | +12.2% | +1.9% | +9.3% |
| 3Y | +68.6% | +132.4% | -63.8% | +25.8% |
| 5Y | +80.4% | +91.1% | -10.7% | +31.4% |
| All | +250.2% | +129.4% | +120.7% | +113.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling