+57.9%
FHN vs RACE
+65.0%
-7.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.1% |
| 7D | -1.0% | +5.1% | -6.1% | -1.8% |
| 30D | +0.2% | +7.7% | -7.5% | -1.0% |
| 3M | -9.0% | +2.2% | -11.2% | -9.4% |
| 6M | -6.8% | +23.8% | -30.6% | -10.3% |
| YTD | -1.5% | +13.9% | -15.4% | -4.2% |
| 1Y | +10.9% | +3.8% | +7.2% | +9.6% |
| 3Y | +119.4% | +28.0% | +91.3% | +108.6% |
| All | +57.9% | +65.0% | -7.1% | +49.4% |
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