+43.7%
XLP vs FHN
+114.8%
-71.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | -0.6% |
| 7D | +3.5% | -2.3% | +5.8% | +3.6% |
| 30D | +11.6% | -0.9% | +12.5% | +11.6% |
| 3M | +7.6% | -11.0% | +18.7% | +8.4% |
| 6M | +10.0% | -5.4% | +15.4% | +10.4% |
| YTD | +19.7% | -1.2% | +20.9% | +19.7% |
| 1Y | +23.5% | +10.5% | +13.0% | +22.6% |
| All | +43.7% | +114.8% | -71.0% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling