-35.2%
XYL vs FHN
+11.9%
-47.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | -0.1% |
| 7D | -3.7% | +2.1% | -5.9% | -4.8% |
| 30D | -8.3% | +3.8% | -12.1% | -9.9% |
| 3M | -21.4% | -8.9% | -12.5% | -17.8% |
| 6M | -12.9% | +1.8% | -14.7% | -14.2% |
| YTD | -30.1% | +0.6% | -30.7% | -30.5% |
| 1Y | -35.2% | +12.9% | -48.1% | -37.8% |
| All | -35.2% | +11.9% | -47.0% | -37.8% |
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