+1,332.5%
OXY vs FHN
+1,824.4%
-491.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +1.6% | +1.2% | +0.4% | +1.2% |
| 30D | +11.6% | -4.7% | +16.3% | +13.2% |
| 3M | +2.8% | +3.5% | -0.7% | +1.3% |
| 6M | +13.0% | +7.8% | +5.2% | +9.1% |
| YTD | +47.4% | +5.9% | +41.5% | +42.7% |
| 1Y | +31.5% | +12.5% | +19.0% | +24.2% |
| 3Y | -1.9% | +117.2% | -119.1% | -27.8% |
| 5Y | +148.0% | +86.5% | +61.4% | +82.0% |
| 10Y | +2.3% | +125.7% | -123.5% | -26.6% |
| All | +1,332.5% | +1,824.4% | -491.9% | +514.2% |
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 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