+17.3%
OXY vs FHN
+81.8%
-64.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | +4.2% | +2.1% | +2.1% | +2.9% |
| 30D | -4.3% | +3.8% | -8.1% | -6.6% |
| 3M | +2.3% | -8.9% | +11.2% | +7.4% |
| 6M | +5.5% | +1.8% | +3.7% | +3.2% |
| YTD | +44.9% | +0.6% | +44.3% | +40.4% |
| 1Y | +42.6% | +12.9% | +29.7% | +28.7% |
| 3Y | +0.7% | +126.4% | -125.6% | -45.0% |
| 5Y | +96.9% | +62.3% | +34.6% | +12.3% |
| All | +17.3% | +81.8% | -64.5% | -41.2% |
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 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