+432.8%
XYL vs FHN
+464.9%
-32.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -5.0% | +1.2% | -6.2% | -5.4% |
| 30D | -13.2% | -4.7% | -8.5% | -11.9% |
| 3M | -3.7% | +3.5% | -7.3% | -4.8% |
| 6M | -17.7% | +7.8% | -25.5% | -19.7% |
| YTD | -21.5% | +5.9% | -27.4% | -23.0% |
| 1Y | -24.5% | +12.5% | -37.0% | -27.6% |
| 3Y | +6.9% | +117.2% | -110.3% | -18.6% |
| 5Y | -18.1% | +86.5% | -104.6% | -39.8% |
| 10Y | +134.7% | +125.7% | +9.0% | +44.6% |
| All | +432.8% | +464.9% | -32.1% | +170.7% |
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 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