+35.5%
XLV vs FHN
+88.4%
-53.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -3.6% | -1.2% | -2.3% | -3.4% |
| 30D | -1.8% | -4.8% | +3.0% | -1.4% |
| 3M | +7.8% | -0.7% | +8.5% | +7.8% |
| 6M | +9.1% | +10.6% | -1.5% | +8.1% |
| YTD | +7.7% | +4.6% | +3.1% | +7.1% |
| 1Y | +20.4% | +11.4% | +9.1% | +18.9% |
| 3Y | +30.8% | +132.3% | -101.5% | +21.9% |
| All | +35.5% | +88.4% | -53.0% | +26.6% |
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