+52.4%
XOP vs FHN
+11.5%
+40.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +2.6% | -1.2% | +3.8% | +2.6% |
| 30D | +9.6% | -4.8% | +14.4% | +9.4% |
| 3M | +20.4% | -0.7% | +21.1% | +20.2% |
| 6M | +19.9% | +10.6% | +9.3% | +18.8% |
| YTD | +56.4% | +4.6% | +51.8% | +56.2% |
| 1Y | +52.4% | +11.4% | +41.1% | +52.6% |
| All | +52.4% | +11.5% | +40.9% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling