+1,075.5%
XLI vs FHN
+54.1%
+1,021.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +3.8% | +2.1% | +1.6% | +3.2% |
| 30D | +1.0% | +3.8% | -2.8% | 0.0% |
| 3M | -8.9% | -8.9% | 0.0% | -6.6% |
| 6M | -2.3% | +1.8% | -4.1% | -2.9% |
| YTD | +9.7% | +0.6% | +9.1% | +9.2% |
| 1Y | +12.3% | +12.9% | -0.6% | +8.3% |
| 3Y | +71.5% | +126.4% | -54.9% | +34.1% |
| 5Y | +70.2% | +62.3% | +7.9% | +37.6% |
| 10Y | +227.5% | +84.0% | +143.5% | +138.8% |
| All | +1,075.5% | +54.1% | +1,021.4% | +613.9% |
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