+44.2%
XLU vs FHN
+88.4%
-44.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | -3.3% | -4.8% | +1.5% | -3.0% |
| 3M | -3.2% | -0.7% | -2.4% | -3.1% |
| 6M | -7.0% | +10.6% | -17.6% | -7.7% |
| YTD | +0.6% | +4.6% | -4.0% | +0.2% |
| 1Y | +2.4% | +11.4% | -8.9% | +1.4% |
| 3Y | +46.3% | +132.3% | -86.0% | +36.8% |
| All | +44.2% | +88.4% | -44.2% | +36.9% |
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 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