+136.7%
FHN vs RBA
+32.9%
+103.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.2% | -2.9% | +4.1% | +2.0% |
| 30D | -4.7% | -12.3% | +7.6% | -1.1% |
| 3M | +3.5% | -20.5% | +24.1% | +9.7% |
| 6M | +7.8% | -18.5% | +26.4% | +13.0% |
| YTD | +5.9% | -18.2% | +24.1% | +10.4% |
| 1Y | +12.5% | -27.5% | +40.0% | +21.9% |
| All | +136.7% | +32.9% | +103.8% | +127.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling