+145.6%
XLK vs FHN
+87.6%
+57.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -0.4% | -0.8% | +0.4% | -0.3% |
| 30D | -0.5% | -2.6% | +2.2% | 0.0% |
| 3M | +5.0% | +0.8% | +4.1% | +4.7% |
| 6M | +32.9% | +9.2% | +23.6% | +30.4% |
| YTD | +29.0% | +5.1% | +23.9% | +27.4% |
| 1Y | +37.8% | +12.2% | +25.6% | +34.2% |
| 3Y | +118.7% | +132.4% | -13.7% | +92.3% |
| 5Y | +145.6% | +91.1% | +54.5% | +112.7% |
| All | +145.6% | +87.6% | +57.9% | +112.7% |
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