+42.8%
XLP vs FHN
+63.2%
-20.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.8% |
| 7D | +0.1% | -0.5% | +0.5% | +0.1% |
| 30D | +8.9% | +1.9% | +7.0% | +8.8% |
| 3M | +7.5% | -6.9% | +14.4% | +7.9% |
| 6M | +9.4% | -3.1% | +12.5% | +9.6% |
| YTD | +19.3% | +0.6% | +18.7% | +19.1% |
| 1Y | +21.7% | +12.4% | +9.4% | +20.9% |
| 3Y | +44.0% | +133.7% | -89.7% | +36.9% |
| 5Y | +42.8% | +61.4% | -18.6% | +38.1% |
| All | +42.8% | +63.2% | -20.5% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling