+61.7%
FHN vs RBA
+45.7%
+16.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +2.1% | +1.7% | +0.4% | +1.7% |
| 30D | +3.8% | +8.3% | -4.6% | +1.7% |
| 3M | -8.9% | +10.5% | -19.5% | -11.4% |
| 6M | +1.8% | -5.9% | +7.7% | +2.4% |
| YTD | +0.6% | -6.9% | +7.4% | +1.1% |
| 1Y | +12.9% | -4.9% | +17.8% | +12.9% |
| 3Y | +126.4% | +64.5% | +61.9% | +103.7% |
| All | +61.7% | +45.7% | +16.0% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling