+4,683.6%
CVX vs FHN
+1,824.4%
+2,859.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +3.3% | +1.2% | +2.2% | +3.0% |
| 30D | +12.9% | -4.7% | +17.6% | +14.1% |
| 3M | +11.7% | +3.5% | +8.2% | +10.5% |
| 6M | +14.1% | +7.8% | +6.3% | +11.4% |
| YTD | +40.7% | +5.9% | +34.8% | +37.7% |
| 1Y | +37.5% | +12.5% | +25.0% | +32.1% |
| 3Y | +43.9% | +117.2% | -73.3% | +14.9% |
| 5Y | +161.5% | +86.5% | +74.9% | +106.4% |
| 10Y | +215.1% | +125.7% | +89.4% | +128.6% |
| All | +4,683.6% | +1,824.4% | +2,859.2% | +2,323.9% |
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 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