+54.8%
XOP vs FHN
+129.4%
-74.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | +1.6% | -0.8% | +2.4% | +2.0% |
| 30D | +9.6% | -2.6% | +12.2% | +10.9% |
| 3M | +16.9% | +0.8% | +16.1% | +15.9% |
| 6M | +24.0% | +9.2% | +14.8% | +16.8% |
| YTD | +56.2% | +5.1% | +51.1% | +49.4% |
| 1Y | +51.8% | +12.2% | +39.6% | +39.1% |
| 3Y | +37.0% | +132.4% | -95.4% | -19.0% |
| 5Y | +163.4% | +91.1% | +72.3% | +50.0% |
| All | +54.8% | +129.4% | -74.6% | -26.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling