-17.1%
SLB vs FHN
+109.0%
-126.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -7.1% | -1.0% | -6.1% | -6.7% |
| 30D | +4.1% | +0.2% | +3.9% | +3.9% |
| 3M | -2.6% | -9.0% | +6.3% | +2.0% |
| 6M | -8.6% | -6.8% | -1.7% | -5.7% |
| YTD | +32.2% | -1.5% | +33.7% | +32.0% |
| 1Y | +40.7% | +10.9% | +29.7% | +31.8% |
| 3Y | -4.5% | +119.4% | -123.9% | -40.3% |
| 5Y | +66.4% | +57.5% | +8.8% | +8.0% |
| All | -17.1% | +109.0% | -126.1% | -56.3% |
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