+649.7%
XLU vs FHN
+60.4%
+589.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.0% |
| 7D | +2.1% | +2.7% | -0.6% | +1.7% |
| 30D | -0.4% | -3.1% | +2.7% | +0.1% |
| 3M | +0.5% | +2.3% | -1.9% | +0.1% |
| 6M | -5.8% | +9.7% | -15.5% | -7.2% |
| YTD | +3.1% | +4.7% | -1.6% | +2.2% |
| 1Y | +8.1% | +13.8% | -5.6% | +5.6% |
| 3Y | +50.5% | +131.6% | -81.0% | +30.6% |
| 5Y | +44.7% | +91.1% | -46.4% | +24.9% |
| 10Y | +136.8% | +126.6% | +10.2% | +87.4% |
| All | +649.7% | +60.4% | +589.3% | +456.8% |
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