+891.0%
XLV vs FHN
+61.0%
+830.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -4.4% | -0.8% | -3.6% | -4.3% |
| 30D | -1.4% | -2.6% | +1.2% | -1.0% |
| 3M | +8.9% | +0.8% | +8.0% | +8.6% |
| 6M | +9.1% | +9.2% | -0.1% | +7.3% |
| YTD | +7.9% | +5.1% | +2.8% | +6.7% |
| 1Y | +22.7% | +12.2% | +10.5% | +19.7% |
| 3Y | +31.9% | +132.4% | -100.5% | +11.7% |
| 5Y | +34.9% | +91.1% | -56.2% | +13.6% |
| 10Y | +173.9% | +128.5% | +45.3% | +109.7% |
| All | +891.0% | +61.0% | +830.0% | +577.3% |
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