+4,942.5%
CVX vs FHN
+1,728.2%
+3,214.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +3.4% | +2.1% | +1.3% | +2.9% |
| 30D | -1.0% | +3.8% | -4.8% | -1.9% |
| 3M | +12.2% | -8.9% | +21.1% | +14.6% |
| 6M | +20.3% | +1.8% | +18.5% | +19.3% |
| YTD | +48.3% | +0.6% | +47.7% | +46.8% |
| 1Y | +46.9% | +12.9% | +34.0% | +41.2% |
| 3Y | +73.1% | +126.4% | -53.3% | +36.9% |
| 5Y | +135.2% | +62.3% | +72.9% | +92.3% |
| 10Y | +214.4% | +84.0% | +130.4% | +138.3% |
| All | +4,942.5% | +1,728.2% | +3,214.3% | +2,485.2% |
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