+210.0%
SHEL vs FHN
+128.3%
+81.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +4.1% | -1.2% | +5.3% | +4.5% |
| 30D | +8.4% | -4.8% | +13.2% | +10.0% |
| 3M | +13.7% | -0.7% | +14.4% | +13.6% |
| 6M | +12.7% | +10.6% | +2.1% | +8.4% |
| YTD | +35.3% | +4.6% | +30.7% | +32.0% |
| 1Y | +39.4% | +11.4% | +28.0% | +32.4% |
| 3Y | +71.5% | +132.3% | -60.8% | +21.3% |
| 5Y | +195.0% | +90.2% | +104.9% | +99.4% |
| All | +210.0% | +128.3% | +81.7% | +65.5% |
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