+161.6%
OXY vs FHN
+90.1%
+71.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +4.5% | -2.6% | +7.1% | +5.1% |
| 3M | +8.9% | 0.0% | +8.9% | +8.6% |
| 6M | +12.5% | +9.2% | +3.2% | +8.9% |
| YTD | +50.5% | +4.3% | +46.1% | +47.2% |
| 1Y | +38.6% | +10.8% | +27.9% | +32.8% |
| 3Y | -1.2% | +130.7% | -132.0% | -24.5% |
| 5Y | +161.6% | +87.4% | +74.3% | +65.0% |
| All | +161.6% | +90.1% | +71.6% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling