-3.1%
SLB vs FHN
+131.7%
-134.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.8% | +1.2% | -0.3% | +0.2% |
| 30D | +15.8% | -4.7% | +20.5% | +18.5% |
| 3M | -0.3% | +3.5% | -3.9% | -2.6% |
| 6M | +21.3% | +7.8% | +13.5% | +15.9% |
| YTD | +52.3% | +5.9% | +46.4% | +46.6% |
| 1Y | +63.6% | +12.5% | +51.1% | +51.4% |
| 3Y | +3.8% | +117.2% | -113.4% | -35.0% |
| 5Y | +128.6% | +86.5% | +42.1% | +34.0% |
| All | -3.1% | +131.7% | -134.9% | -55.4% |
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