+141.1%
FHN vs RACE
+658.9%
-517.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.1% |
| 7D | -1.0% | +5.1% | -6.1% | -2.6% |
| 30D | +0.2% | +7.7% | -7.5% | -2.2% |
| 3M | -9.0% | +2.2% | -11.2% | -9.8% |
| 6M | -6.8% | +23.8% | -30.6% | -13.8% |
| YTD | -1.5% | +13.9% | -15.4% | -7.1% |
| 1Y | +10.9% | +3.8% | +7.2% | +7.9% |
| 3Y | +119.4% | +28.0% | +91.3% | +90.6% |
| 5Y | +57.5% | +64.9% | -7.4% | +20.4% |
| 10Y | +114.1% | +780.4% | -666.2% | -14.3% |
| All | +141.1% | +658.9% | -517.8% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling