+565.8%
COPX vs FHN
+129.4%
+436.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.7% | -7.7% | -7.3% |
| 7D | -2.9% | -0.8% | -2.1% | -2.7% |
| 30D | 0.0% | -2.6% | +2.7% | +0.8% |
| 3M | +14.8% | +0.8% | +14.0% | +14.1% |
| 6M | +7.0% | +9.2% | -2.2% | +3.5% |
| YTD | +23.8% | +5.1% | +18.7% | +21.2% |
| 1Y | +75.7% | +12.2% | +63.5% | +67.3% |
| 3Y | +156.4% | +132.4% | +24.0% | +83.1% |
| 5Y | +167.6% | +91.1% | +76.5% | +84.5% |
| All | +565.8% | +129.4% | +436.4% | +285.2% |
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 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