+67.9%
FHN vs RBA
+4,003.4%
-3,935.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -1.0% | +4.3% | -5.3% | -2.4% |
| 30D | +0.2% | +16.3% | -16.1% | -5.0% |
| 3M | -9.0% | +1.3% | -10.3% | -9.8% |
| 6M | -6.8% | -11.1% | +4.2% | -4.2% |
| YTD | -1.5% | -8.5% | +6.9% | -0.3% |
| 1Y | +10.9% | -2.1% | +13.1% | +9.8% |
| 3Y | +119.4% | +44.6% | +74.8% | +87.1% |
| 5Y | +57.5% | +36.8% | +20.7% | +32.5% |
| 10Y | +114.1% | +227.3% | -113.2% | +26.6% |
| All | +67.9% | +4,003.4% | -3,935.6% | -45.0% |
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