+88.1%
FHN vs RCAT
+183.7%
-95.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | +1.2% | -1.4% | +2.6% | +1.2% |
| 30D | -4.7% | -3.3% | -1.4% | -4.6% |
| 3M | +3.5% | -43.2% | +46.8% | +5.9% |
| 6M | +7.8% | -43.2% | +51.0% | +9.4% |
| YTD | +5.9% | +5.5% | +0.3% | +3.3% |
| 1Y | +12.5% | -1.6% | +14.1% | +9.2% |
| 3Y | +117.2% | +773.7% | -656.5% | +89.8% |
| All | +88.1% | +183.7% | -95.6% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling