+118.9%
EOG vs FHN
+128.3%
-9.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +1.5% | -1.2% | +2.7% | +2.0% |
| 30D | +2.9% | -4.8% | +7.7% | +5.0% |
| 3M | +8.7% | -0.7% | +9.5% | +8.6% |
| 6M | +12.9% | +10.6% | +2.3% | +6.9% |
| YTD | +43.8% | +4.6% | +39.2% | +38.8% |
| 1Y | +27.1% | +11.4% | +15.7% | +18.4% |
| 3Y | +25.9% | +132.3% | -106.4% | -20.0% |
| 5Y | +177.9% | +90.2% | +87.8% | +71.2% |
| All | +118.9% | +128.3% | -9.4% | +15.4% |
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