+124.6%
XLP vs FHN
+109.0%
+15.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.2% |
| 7D | +0.7% | -1.0% | +1.7% | +0.9% |
| 30D | +10.3% | +0.2% | +10.0% | +10.2% |
| 3M | +6.5% | -9.0% | +15.5% | +7.7% |
| 6M | +8.4% | -6.8% | +15.2% | +9.2% |
| YTD | +18.2% | -1.5% | +19.7% | +18.1% |
| 1Y | +22.4% | +10.9% | +11.5% | +20.6% |
| 3Y | +41.9% | +119.4% | -77.5% | +26.6% |
| 5Y | +40.9% | +57.5% | -16.7% | +27.4% |
| All | +124.6% | +109.0% | +15.6% | +95.8% |
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