+4,790.9%
CVX vs FHN
+1,728.2%
+3,062.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.7% | -0.9% | -0.8% | -1.5% |
| 30D | -0.8% | +2.0% | -2.8% | -1.4% |
| 3M | +9.4% | -6.8% | +16.2% | +11.1% |
| 6M | +17.5% | -0.8% | +18.3% | +17.3% |
| YTD | +43.8% | +0.6% | +43.3% | +42.4% |
| 1Y | +41.9% | +11.5% | +30.4% | +36.8% |
| 3Y | +69.1% | +130.0% | -60.8% | +33.2% |
| 5Y | +128.3% | +60.8% | +67.5% | +87.0% |
| 10Y | +204.9% | +84.0% | +121.0% | +131.1% |
| All | +4,790.9% | +1,728.2% | +3,062.8% | +2,407.5% |
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