+508.9%
XLP vs FHN
+62.2%
+446.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.0% | +1.2% | -2.2% | -1.2% |
| 30D | -0.9% | -4.7% | +3.8% | -0.3% |
| 3M | +3.8% | +3.5% | +0.3% | +3.3% |
| 6M | -1.7% | +7.8% | -9.6% | -2.8% |
| YTD | +10.3% | +5.9% | +4.4% | +9.2% |
| 1Y | +7.8% | +12.5% | -4.7% | +5.7% |
| 3Y | +27.2% | +117.2% | -90.0% | +12.3% |
| 5Y | +32.5% | +86.5% | -54.0% | +15.9% |
| 10Y | +101.8% | +125.7% | -23.9% | +62.7% |
| All | +508.9% | +62.2% | +446.7% | +349.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling