-31.5%
XYL vs FHN
+14.6%
-46.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.3% | +4.1% |
| 7D | +14.5% | +2.3% | +12.2% | +13.2% |
| 30D | -1.3% | +1.6% | -3.0% | -2.1% |
| 3M | -17.0% | -8.4% | -8.6% | -13.4% |
| 6M | -11.3% | -2.3% | -9.0% | -10.7% |
| YTD | -25.0% | +1.5% | -26.4% | -25.8% |
| 1Y | -31.5% | +15.0% | -46.6% | -34.7% |
| All | -31.5% | +14.6% | -46.1% | -34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling