+264.7%
XOM vs FHN
+87.6%
+177.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | +4.1% | -2.6% | +6.7% | +4.5% |
| 3M | +10.4% | +0.8% | +9.6% | +10.1% |
| 6M | +13.0% | +9.2% | +3.8% | +11.0% |
| YTD | +40.1% | +5.1% | +34.9% | +38.2% |
| 1Y | +51.1% | +12.2% | +38.9% | +47.1% |
| 3Y | +57.7% | +132.4% | -74.7% | +33.3% |
| 5Y | +264.7% | +91.1% | +173.6% | +174.6% |
| All | +264.7% | +87.6% | +177.1% | +174.6% |
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