+788.5%
XLK vs FHN
+128.3%
+660.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +0.2% | -1.2% | +1.4% | +0.5% |
| 30D | -0.6% | -4.8% | +4.2% | +0.5% |
| 3M | +2.6% | -0.7% | +3.3% | +2.6% |
| 6M | +34.0% | +10.6% | +23.3% | +30.6% |
| YTD | +30.7% | +4.6% | +26.1% | +28.9% |
| 1Y | +39.2% | +11.4% | +27.8% | +34.9% |
| 3Y | +120.4% | +132.3% | -11.8% | +79.5% |
| 5Y | +148.8% | +90.2% | +58.6% | +100.7% |
| All | +788.5% | +128.3% | +660.2% | +548.0% |
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