+7,608.4%
EOG vs FHN
+1,824.4%
+5,783.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.3% | +1.2% | +0.1% | +0.9% |
| 30D | +8.2% | -4.7% | +12.9% | +9.5% |
| 3M | +3.8% | +3.5% | +0.3% | +2.5% |
| 6M | +15.3% | +7.8% | +7.5% | +12.0% |
| YTD | +41.7% | +5.9% | +35.8% | +38.0% |
| 1Y | +23.6% | +12.5% | +11.1% | +17.7% |
| 3Y | +23.3% | +117.2% | -93.9% | -5.2% |
| 5Y | +170.4% | +86.5% | +83.9% | +106.6% |
| 10Y | +125.5% | +125.7% | -0.2% | +60.0% |
| All | +7,608.4% | +1,824.4% | +5,783.9% | +3,773.9% |
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