-14.5%
XYL vs FHN
+90.1%
-104.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | -10.8% | -2.6% | -8.3% | -10.4% |
| 3M | -2.5% | 0.0% | -2.6% | -2.6% |
| 6M | -12.2% | +9.2% | -21.4% | -13.6% |
| YTD | -20.1% | +4.3% | -24.4% | -20.7% |
| 1Y | -20.6% | +10.8% | -31.4% | -22.2% |
| 3Y | +17.3% | +130.7% | -113.4% | +3.7% |
| 5Y | -14.5% | +87.4% | -101.9% | -25.2% |
| All | -14.5% | +90.1% | -104.6% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling