+1,477.5%
XLK vs FHN
+60.4%
+1,417.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +2.3% | +2.7% | -0.4% | +1.6% |
| 30D | -0.1% | -3.1% | +3.0% | +0.7% |
| 3M | +2.1% | +2.3% | -0.2% | +1.4% |
| 6M | +37.2% | +9.7% | +27.4% | +33.8% |
| YTD | +30.8% | +4.7% | +26.1% | +28.9% |
| 1Y | +42.6% | +13.8% | +28.9% | +37.2% |
| 3Y | +121.8% | +131.6% | -9.8% | +76.8% |
| 5Y | +145.7% | +91.1% | +54.5% | +94.4% |
| 10Y | +782.1% | +126.6% | +655.4% | +515.9% |
| All | +1,477.5% | +60.4% | +1,417.1% | +841.8% |
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