+4,565.7%
XOM vs FHN
+1,728.2%
+2,837.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +2.8% | +2.1% | +0.7% | +2.3% |
| 30D | -3.6% | +3.8% | -7.4% | -4.5% |
| 3M | +8.2% | -8.9% | +17.2% | +10.4% |
| 6M | +14.0% | +1.8% | +12.2% | +13.1% |
| YTD | +44.6% | +0.6% | +44.0% | +43.2% |
| 1Y | +47.8% | +12.9% | +34.8% | +42.4% |
| 3Y | +79.6% | +126.4% | -46.8% | +44.2% |
| 5Y | +214.3% | +62.3% | +152.0% | +160.5% |
| 10Y | +204.0% | +84.0% | +120.1% | +134.3% |
| All | +4,565.7% | +1,728.2% | +2,837.5% | +2,306.9% |
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