+219.2%
CVX vs FHN
+128.3%
+90.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +2.6% | -1.2% | +3.8% | +3.1% |
| 30D | +9.8% | -4.8% | +14.6% | +11.7% |
| 3M | +16.2% | -0.7% | +16.9% | +16.1% |
| 6M | +13.6% | +10.6% | +3.0% | +8.5% |
| YTD | +44.4% | +4.6% | +39.8% | +40.3% |
| 1Y | +40.6% | +11.4% | +29.2% | +32.6% |
| 3Y | +48.2% | +132.3% | -84.1% | +0.7% |
| 5Y | +172.3% | +90.2% | +82.1% | +78.3% |
| All | +219.2% | +128.3% | +90.9% | +64.9% |
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