+2,460.3%
SHEL vs FHN
+1,824.4%
+635.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.2% | +1.2% | +1.1% | +1.9% |
| 30D | +6.8% | -4.7% | +11.5% | +8.0% |
| 3M | +8.1% | +3.5% | +4.6% | +7.0% |
| 6M | +14.4% | +7.8% | +6.6% | +11.8% |
| YTD | +30.0% | +5.9% | +24.1% | +27.3% |
| 1Y | +33.3% | +12.5% | +20.8% | +28.1% |
| 3Y | +66.4% | +117.2% | -50.8% | +32.6% |
| 5Y | +178.6% | +86.5% | +92.0% | +117.9% |
| 10Y | +198.4% | +125.7% | +72.7% | +113.4% |
| All | +2,460.3% | +1,824.4% | +635.8% | +1,145.5% |
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 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