+89.6%
FHN vs RACE
+740.2%
-650.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | +2.1% | +6.6% | -4.5% | 0.0% |
| 3M | -6.0% | +2.2% | -8.2% | -6.8% |
| 6M | -2.9% | +22.4% | -25.3% | -9.8% |
| YTD | +0.7% | +13.8% | -13.1% | -4.9% |
| 1Y | +11.0% | +2.2% | +8.8% | +8.6% |
| 3Y | +130.3% | +25.6% | +104.6% | +101.2% |
| 5Y | +61.3% | +71.0% | -9.7% | +20.9% |
| 10Y | +89.6% | +739.1% | -649.5% | -17.5% |
| All | +89.6% | +740.2% | -650.6% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling