+37.2%
XOP vs FHN
+132.8%
-95.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -8.4% | +0.9% | -9.3% | -8.6% |
| 30D | -8.4% | +2.1% | -10.4% | -9.1% |
| 3M | +0.2% | -6.0% | +6.1% | +2.0% |
| 6M | +7.2% | -2.9% | +10.2% | +7.6% |
| YTD | +40.8% | +0.7% | +40.1% | +38.5% |
| 1Y | +36.3% | +11.0% | +25.3% | +28.6% |
| 3Y | +37.2% | +130.3% | -93.1% | -1.5% |
| All | +37.2% | +132.8% | -95.6% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling