+135.4%
XLP vs FHN
+94.7%
+40.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +2.3% | +0.9% | +1.4% | +2.2% |
| 30D | +9.1% | +2.1% | +7.0% | +8.8% |
| 3M | +7.9% | -6.0% | +13.8% | +8.6% |
| 6M | +9.6% | -2.9% | +12.5% | +9.9% |
| YTD | +19.4% | +0.7% | +18.7% | +19.1% |
| 1Y | +22.4% | +11.0% | +11.4% | +20.5% |
| 3Y | +43.2% | +130.3% | -87.1% | +26.7% |
| 5Y | +42.6% | +61.3% | -18.7% | +28.3% |
| 10Y | +135.4% | +89.6% | +45.8% | +100.8% |
| All | +135.4% | +94.7% | +40.7% | +100.8% |
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 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