+88.2%
XLRE vs FHN
+128.3%
-40.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | -1.2% | -1.2% | 0.0% | -0.9% |
| 30D | -2.4% | -4.8% | +2.4% | -1.5% |
| 3M | -2.5% | -0.7% | -1.8% | -2.4% |
| 6M | +4.0% | +10.6% | -6.6% | +1.7% |
| YTD | +9.3% | +4.6% | +4.7% | +7.9% |
| 1Y | +5.6% | +11.4% | -5.8% | +2.6% |
| 3Y | +31.3% | +132.3% | -101.0% | +7.4% |
| 5Y | +9.5% | +90.2% | -80.6% | -11.8% |
| All | +88.2% | +128.3% | -40.1% | +28.1% |
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 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