+111.8%
COPX vs FHN
+61.2%
+50.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | -2.8% | +2.1% | -5.0% | -3.3% |
| 30D | -14.3% | +3.8% | -18.1% | -15.0% |
| 3M | -19.0% | -8.9% | -10.1% | -17.4% |
| 6M | -24.4% | +1.8% | -26.2% | -24.9% |
| YTD | -3.2% | +0.6% | -3.8% | -3.6% |
| 1Y | +15.2% | +12.9% | +2.2% | +12.0% |
| 3Y | +127.6% | +126.4% | +1.3% | +94.2% |
| All | +111.8% | +61.2% | +50.7% | +77.1% |
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