+121.8%
COPX vs FHN
+151.4%
-29.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | -2.8% | +2.1% | -5.0% | -3.6% |
| 30D | -14.3% | +3.8% | -18.1% | -15.6% |
| 3M | -19.0% | -8.9% | -10.1% | -16.0% |
| 6M | -24.4% | +1.8% | -26.2% | -25.3% |
| YTD | -3.2% | +0.6% | -3.8% | -3.9% |
| 1Y | +15.2% | +12.9% | +2.2% | +9.0% |
| 3Y | +127.6% | +126.4% | +1.3% | +54.7% |
| 5Y | +106.0% | +62.3% | +43.7% | +44.5% |
| 10Y | +313.7% | +84.0% | +229.7% | +143.2% |
| All | +121.8% | +151.4% | -29.5% | +2.4% |
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 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