+136.8%
XLP vs FHN
+90.7%
+46.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | +8.3% | +2.0% | +6.3% | +8.1% |
| 3M | +8.7% | -6.8% | +15.5% | +9.6% |
| 6M | +11.2% | -0.8% | +11.9% | +11.2% |
| YTD | +20.0% | +0.6% | +19.4% | +19.6% |
| 1Y | +21.3% | +11.5% | +9.8% | +19.4% |
| 3Y | +43.8% | +130.0% | -86.1% | +27.2% |
| 5Y | +43.3% | +60.8% | -17.5% | +29.0% |
| 10Y | +136.8% | +84.0% | +52.8% | +98.7% |
| All | +136.8% | +90.7% | +46.1% | +98.7% |
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 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