+1.0%
XLU vs FHN
+14.6%
-13.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.3% |
| 7D | +2.6% | +2.3% | +0.4% | +2.4% |
| 30D | +9.1% | +1.6% | +7.5% | +8.9% |
| 3M | -0.4% | -8.4% | +8.0% | 0.0% |
| 6M | -4.7% | -2.3% | -2.4% | -4.7% |
| YTD | +4.3% | +1.5% | +2.8% | +4.0% |
| 1Y | +1.0% | +15.0% | -14.0% | +1.9% |
| All | +1.0% | +14.6% | -13.6% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling