+88.1%
FHN vs RACE
+93.6%
-5.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | +1.2% | -2.5% | +3.7% | +1.6% |
| 30D | -4.7% | +0.8% | -5.5% | -4.9% |
| 3M | +3.5% | +17.2% | -13.6% | +0.7% |
| 6M | +7.8% | +13.6% | -5.8% | +5.1% |
| YTD | +5.9% | +12.2% | -6.3% | +3.2% |
| 1Y | +12.5% | -16.3% | +28.7% | +15.0% |
| 3Y | +117.2% | +36.4% | +80.8% | +104.4% |
| All | +88.1% | +93.6% | -5.5% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling