+4,261.5%
XOM vs FHN
+1,824.4%
+2,437.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +1.8% | +1.2% | +0.6% | +1.5% |
| 30D | +5.9% | -4.7% | +10.6% | +6.9% |
| 3M | +5.6% | +3.5% | +2.0% | +4.5% |
| 6M | +7.9% | +7.8% | 0.0% | +5.4% |
| YTD | +35.2% | +5.9% | +29.3% | +32.5% |
| 1Y | +46.0% | +12.5% | +33.5% | +40.6% |
| 3Y | +55.0% | +117.2% | -62.2% | +25.6% |
| 5Y | +246.3% | +86.5% | +159.8% | +178.2% |
| 10Y | +181.0% | +125.7% | +55.3% | +108.1% |
| All | +4,261.5% | +1,824.4% | +2,437.1% | +2,126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling