+8.0%
XLRE vs FHN
+89.3%
-81.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -0.9% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | -2.3% | -2.6% | +0.3% | -2.0% |
| 3M | -3.5% | +0.8% | -4.3% | -3.6% |
| 6M | +1.9% | +9.2% | -7.4% | +0.7% |
| YTD | +8.3% | +5.1% | +3.2% | +7.5% |
| 1Y | +6.4% | +12.2% | -5.8% | +4.5% |
| 3Y | +30.2% | +132.4% | -102.2% | +17.5% |
| All | +8.0% | +89.3% | -81.3% | -1.6% |
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