+215.2%
XLY vs FHN
+128.3%
+86.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -1.7% | -1.2% | -0.5% | -1.4% |
| 30D | -4.2% | -4.8% | +0.6% | -3.0% |
| 3M | -2.7% | -0.7% | -1.9% | -2.6% |
| 6M | -0.6% | +10.6% | -11.3% | -3.4% |
| YTD | -5.0% | +4.6% | -9.6% | -6.4% |
| 1Y | -4.1% | +11.4% | -15.5% | -7.3% |
| 3Y | +33.6% | +132.3% | -98.7% | +6.1% |
| 5Y | +28.7% | +90.2% | -61.4% | +1.4% |
| All | +215.2% | +128.3% | +86.9% | +118.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling