-14.2%
SLB vs FHN
+90.7%
-104.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.3% | +2.2% |
| 7D | -1.2% | -0.9% | -0.3% | -0.7% |
| 30D | +4.5% | +2.0% | +2.5% | +3.3% |
| 3M | -4.6% | -6.8% | +2.3% | -1.2% |
| 6M | -6.3% | -0.8% | -5.5% | -6.4% |
| YTD | +35.0% | +0.6% | +34.4% | +33.2% |
| 1Y | +38.8% | +11.5% | +27.3% | +29.7% |
| 3Y | +3.3% | +130.0% | -126.7% | -37.3% |
| 5Y | +73.6% | +60.8% | +12.8% | +11.1% |
| 10Y | -14.2% | +84.0% | -98.2% | -55.7% |
| All | -14.2% | +90.7% | -104.9% | -55.7% |
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