+1,117.4%
XLI vs FHN
+62.2%
+1,055.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.1% | +1.2% | -2.2% | -1.4% |
| 30D | -5.9% | -4.7% | -1.2% | -4.7% |
| 3M | -0.3% | +3.5% | -3.8% | -1.3% |
| 6M | +0.1% | +7.8% | -7.7% | -2.0% |
| YTD | +13.6% | +5.9% | +7.7% | +11.6% |
| 1Y | +17.2% | +12.5% | +4.7% | +12.8% |
| 3Y | +68.2% | +117.2% | -49.0% | +32.8% |
| 5Y | +80.7% | +86.5% | -5.8% | +40.3% |
| 10Y | +253.3% | +125.7% | +127.5% | +143.9% |
| All | +1,117.4% | +62.2% | +1,055.2% | +629.2% |
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