+81.4%
FHN vs RCAT
-99.8%
+181.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.5% |
| 7D | +2.1% | -5.9% | +8.1% | +2.2% |
| 30D | +3.8% | -19.7% | +23.5% | +3.9% |
| 3M | -8.9% | -62.9% | +53.9% | -8.3% |
| 6M | +1.8% | -59.6% | +61.4% | +2.3% |
| YTD | +0.6% | -52.1% | +52.7% | +0.8% |
| 1Y | +12.9% | -50.9% | +63.8% | +13.1% |
| 3Y | +126.4% | +333.8% | -207.4% | +122.6% |
| 5Y | +62.3% | +40.7% | +21.6% | +60.0% |
| All | +81.4% | -99.8% | +181.3% | +78.0% |
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