+1,106.7%
XLY vs FHN
+60.2%
+1,046.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 3M | -2.7% | -0.7% | -1.9% | -2.6% |
| 6M | -0.6% | +10.6% | -11.3% | -3.5% |
| YTD | -5.0% | +4.6% | -9.6% | -6.5% |
| 1Y | -4.1% | +11.4% | -15.5% | -7.5% |
| 3Y | +33.6% | +132.3% | -98.7% | +3.7% |
| 5Y | +28.7% | +90.2% | -61.4% | -0.4% |
| 10Y | +219.6% | +127.4% | +92.2% | +115.5% |
| All | +1,106.7% | +60.2% | +1,046.5% | +614.2% |
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 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