+374.0%
XYL vs FHN
+433.9%
-59.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -6.0% | +1.3% | -7.3% | -6.4% |
| 30D | -8.3% | +2.8% | -11.1% | -9.0% |
| 3M | -22.6% | -8.9% | -13.7% | -20.3% |
| 6M | -15.0% | -0.7% | -14.3% | -14.9% |
| YTD | -30.2% | +0.1% | -30.3% | -30.3% |
| 1Y | -36.4% | +10.4% | -46.8% | -38.4% |
| 3Y | -0.9% | +128.8% | -129.7% | -25.6% |
| 5Y | -23.4% | +61.5% | -84.8% | -40.5% |
| 10Y | +100.9% | +83.0% | +17.9% | +32.9% |
| All | +374.0% | +433.9% | -59.9% | +145.2% |
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 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