+126.6%
FHN vs RCAT
-98.4%
+225.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.1% |
| 7D | +2.7% | +5.4% | -2.7% | +2.6% |
| 30D | -3.1% | -5.6% | +2.5% | -3.1% |
| 3M | +2.3% | -30.2% | +32.6% | +2.6% |
| 6M | +9.7% | -43.4% | +53.1% | +10.0% |
| YTD | +4.7% | +9.6% | -4.9% | +4.3% |
| 1Y | +13.8% | -2.0% | +15.7% | +13.3% |
| 3Y | +131.6% | +825.0% | -693.4% | +126.0% |
| 5Y | +91.1% | +199.8% | -108.7% | +87.0% |
| 10Y | +126.6% | -98.4% | +225.0% | +111.4% |
| All | +126.6% | -98.4% | +225.0% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling