+80.4%
XLI vs FHN
+87.6%
-7.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.9% |
| 7D | -2.3% | -0.8% | -1.5% | -2.1% |
| 30D | -8.2% | -2.6% | -5.5% | -7.7% |
| 3M | +0.8% | +0.8% | -0.1% | +0.5% |
| 6M | +0.8% | +9.2% | -8.4% | -1.1% |
| YTD | +10.5% | +5.1% | +5.4% | +9.2% |
| 1Y | +14.1% | +12.2% | +1.9% | +11.0% |
| 3Y | +68.6% | +132.4% | -63.8% | +44.3% |
| 5Y | +80.4% | +91.1% | -10.7% | +47.7% |
| All | +80.4% | +87.6% | -7.2% | +47.7% |
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 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