+237.8%
XME vs FHN
+12.5%
+225.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.1% | +1.2% | -1.3% | -0.5% |
| 30D | +6.0% | -4.7% | +10.7% | +7.8% |
| 3M | -7.7% | +3.5% | -11.3% | -9.2% |
| 6M | +1.0% | +7.8% | -6.9% | -2.1% |
| YTD | +14.6% | +5.9% | +8.8% | +11.8% |
| 1Y | +46.0% | +12.5% | +33.5% | +38.5% |
| 3Y | +127.0% | +117.2% | +9.8% | +65.8% |
| 5Y | +175.8% | +86.5% | +89.3% | +97.4% |
| 10Y | +414.6% | +125.7% | +288.9% | +224.9% |
| All | +237.8% | +12.5% | +225.3% | +143.9% |
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