+38.2%
FHN vs RCAT
-100.0%
+138.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +18.6% | -19.0% | -0.4% |
| 7D | -1.0% | -12.7% | +11.8% | -1.0% |
| 30D | +0.2% | -34.3% | +34.5% | +0.3% |
| 3M | -9.0% | -53.4% | +44.4% | -8.9% |
| 6M | -6.8% | -62.0% | +55.1% | -6.7% |
| YTD | -1.5% | -49.1% | +47.5% | -1.5% |
| 1Y | +10.9% | -53.1% | +64.1% | +11.0% |
| 3Y | +119.4% | +318.7% | -199.3% | +118.6% |
| 5Y | +57.5% | +48.5% | +9.0% | +57.1% |
| 10Y | +114.1% | -99.6% | +213.7% | +113.0% |
| All | +38.2% | -100.0% | +138.1% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling