+18.6%
XYL vs FHN
+134.1%
-115.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.0% | +3.3% |
| 7D | +1.8% | +2.7% | -0.9% | +0.9% |
| 30D | -9.2% | -3.1% | -6.1% | -8.4% |
| 3M | -0.3% | +2.3% | -2.6% | -1.0% |
| 6M | -11.0% | +9.7% | -20.7% | -13.5% |
| YTD | -19.2% | +4.7% | -23.9% | -20.4% |
| 1Y | -21.2% | +13.8% | -35.0% | -24.5% |
| 3Y | +18.6% | +131.6% | -113.0% | -5.9% |
| All | +18.6% | +134.1% | -115.5% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling