+80.5%
FHN vs RBA
+3,565.6%
-3,485.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.2% | -2.9% | +4.1% | +2.2% |
| 30D | -4.7% | -12.3% | +7.6% | -0.6% |
| 3M | +3.5% | -20.5% | +24.1% | +10.9% |
| 6M | +7.8% | -18.5% | +26.4% | +14.3% |
| YTD | +5.9% | -18.2% | +24.1% | +11.7% |
| 1Y | +12.5% | -27.5% | +40.0% | +23.5% |
| 3Y | +117.2% | +38.1% | +79.1% | +88.3% |
| 5Y | +86.5% | +44.8% | +41.7% | +53.3% |
| 10Y | +125.7% | +187.1% | -61.4% | +39.7% |
| All | +80.5% | +3,565.6% | -3,485.1% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling