+192.9%
XOM vs FHN
+126.8%
+66.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.8% |
| 7D | +4.1% | -1.9% | +6.0% | +4.7% |
| 30D | +4.6% | -5.4% | +10.0% | +6.4% |
| 3M | +14.0% | -1.4% | +15.4% | +14.2% |
| 6M | +11.0% | +9.9% | +1.1% | +6.6% |
| YTD | +40.7% | +3.9% | +36.8% | +37.3% |
| 1Y | +52.3% | +10.6% | +41.7% | +44.6% |
| 3Y | +60.5% | +130.7% | -70.2% | +12.4% |
| 5Y | +266.4% | +88.8% | +177.6% | +149.3% |
| All | +192.9% | +126.8% | +66.2% | +62.1% |
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 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