+160.6%
XOP vs FHN
+90.1%
+70.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | +1.0% | 0.0% | +0.9% | +0.9% |
| 30D | +10.8% | -2.6% | +13.4% | +11.6% |
| 3M | +19.5% | 0.0% | +19.4% | +19.1% |
| 6M | +21.6% | +9.2% | +12.3% | +17.4% |
| YTD | +55.8% | +4.3% | +51.5% | +52.3% |
| 1Y | +54.6% | +10.8% | +43.9% | +47.6% |
| 3Y | +36.6% | +130.7% | -94.1% | +3.6% |
| 5Y | +160.6% | +87.4% | +73.3% | +69.6% |
| All | +160.6% | +90.1% | +70.6% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling