+137.1%
EOG vs FHN
+81.8%
+55.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +7.6% | +2.1% | +5.5% | +6.6% |
| 30D | +3.4% | +3.8% | -0.4% | +1.6% |
| 3M | +12.7% | -8.9% | +21.7% | +17.0% |
| 6M | +19.0% | +1.8% | +17.2% | +17.1% |
| YTD | +55.6% | +0.6% | +55.0% | +52.4% |
| 1Y | +49.5% | +12.9% | +36.6% | +38.8% |
| 3Y | +43.2% | +126.4% | -83.2% | -8.1% |
| 5Y | +111.8% | +62.3% | +49.5% | +41.7% |
| All | +137.1% | +81.8% | +55.2% | +33.8% |
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