+15,968.0%
OKE vs FHN
+1,801.2%
+14,166.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +1.2% | -1.2% | +2.5% | +1.6% |
| 30D | +4.5% | -4.8% | +9.3% | +6.0% |
| 3M | +9.6% | -0.7% | +10.3% | +9.7% |
| 6M | +15.4% | +10.6% | +4.8% | +11.2% |
| YTD | +36.5% | +4.6% | +31.9% | +33.5% |
| 1Y | +39.0% | +11.4% | +27.6% | +32.9% |
| 3Y | +74.3% | +132.3% | -58.0% | +30.7% |
| 5Y | +141.2% | +90.2% | +51.0% | +81.0% |
| 10Y | +262.1% | +127.4% | +134.7% | +158.7% |
| All | +15,968.0% | +1,801.2% | +14,166.8% | +6,161.6% |
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