+108.1%
XLRE vs FHN
+143.3%
-35.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | -0.7% | 0.0% | -0.8% | -0.7% |
| 30D | -2.2% | -2.6% | +0.3% | -1.7% |
| 3M | -2.6% | 0.0% | -2.7% | -2.7% |
| 6M | +2.6% | +9.2% | -6.7% | +0.6% |
| YTD | +9.3% | +4.3% | +4.9% | +8.0% |
| 1Y | +7.2% | +10.8% | -3.5% | +4.3% |
| 3Y | +31.3% | +130.7% | -99.4% | +7.6% |
| 5Y | +8.1% | +87.4% | -79.2% | -12.4% |
| 10Y | +88.9% | +126.9% | -37.9% | +25.8% |
| All | +108.1% | +143.3% | -35.2% | +34.8% |
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