+420.0%
VLO vs FHN
+56.9%
+363.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | -13.3% | -1.0% | -12.3% | -13.1% |
| 30D | -18.3% | +0.2% | -18.5% | -18.4% |
| 3M | +14.3% | -9.0% | +23.3% | +16.7% |
| 6M | +47.6% | -6.8% | +54.5% | +49.7% |
| YTD | +116.0% | -1.5% | +117.5% | +115.4% |
| 1Y | +101.0% | +10.9% | +90.1% | +94.5% |
| 3Y | +199.0% | +119.4% | +79.7% | +151.4% |
| All | +420.0% | +56.9% | +363.1% | +333.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling