+11.5%
FHN vs RACE
+0.7%
+10.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.9% | -3.9% | +3.0% | -0.4% |
| 30D | +2.0% | +6.8% | -4.8% | +1.3% |
| 3M | -6.8% | +1.3% | -8.2% | -7.0% |
| 6M | -0.8% | +26.3% | -27.0% | -3.7% |
| YTD | +0.6% | +13.8% | -13.2% | -1.6% |
| 1Y | +11.5% | -0.5% | +12.0% | +11.4% |
| All | +11.5% | +0.7% | +10.9% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling