+119.4%
FHN vs RBA
+42.3%
+77.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | -1.0% | +4.3% | -5.3% | -2.1% |
| 30D | +0.2% | +16.3% | -16.1% | -4.1% |
| 3M | -9.0% | +1.3% | -10.3% | -9.6% |
| 6M | -6.8% | -11.1% | +4.2% | -4.7% |
| YTD | -1.5% | -8.5% | +6.9% | -0.7% |
| 1Y | +10.9% | -2.1% | +13.1% | +9.4% |
| 3Y | +119.4% | +44.6% | +74.8% | +112.3% |
| All | +119.4% | +42.3% | +77.1% | +112.3% |
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