+145.4%
VLO vs FHN
+13.3%
+132.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | +23.5% | -2.6% | +26.1% | +23.7% |
| 3M | +53.9% | 0.0% | +53.8% | +53.9% |
| 6M | +81.7% | +9.2% | +72.4% | +79.1% |
| YTD | +142.5% | +4.3% | +138.1% | +143.0% |
| 1Y | +145.4% | +10.8% | +134.7% | +144.1% |
| All | +145.4% | +13.3% | +132.2% | +144.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling