+126.6%
FHN vs RBA
+182.6%
-55.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.4% |
| 7D | +2.7% | -1.1% | +3.7% | +3.1% |
| 30D | -3.1% | -13.2% | +10.1% | +1.7% |
| 3M | +2.3% | -21.4% | +23.7% | +10.3% |
| 6M | +9.7% | -20.9% | +30.6% | +17.8% |
| YTD | +4.7% | -19.9% | +24.6% | +11.5% |
| 1Y | +13.8% | -28.7% | +42.4% | +26.3% |
| 3Y | +131.6% | +27.4% | +104.2% | +104.5% |
| 5Y | +91.1% | +41.7% | +49.4% | +54.7% |
| 10Y | +126.6% | +189.6% | -63.0% | +13.7% |
| All | +126.6% | +182.6% | -55.9% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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