+599.5%
XYZ vs FHN
+109.0%
+490.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.8% |
| 7D | +12.1% | -1.0% | +13.1% | +12.7% |
| 30D | +12.4% | +0.2% | +12.2% | +12.4% |
| 3M | +8.2% | -9.0% | +17.2% | +12.3% |
| 6M | +20.7% | -6.8% | +27.5% | +24.0% |
| YTD | +31.3% | -1.5% | +32.8% | +31.8% |
| 1Y | +20.5% | +10.9% | +9.6% | +15.6% |
| 3Y | +72.6% | +119.4% | -46.7% | +30.4% |
| 5Y | -64.0% | +57.5% | -121.5% | -70.9% |
| All | +599.5% | +109.0% | +490.5% | +404.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling