+48.5%
FHN vs RCAT
-100.0%
+148.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | +1.2% | -1.4% | +2.6% | +1.2% |
| 30D | -4.7% | -3.3% | -1.4% | -4.7% |
| 3M | +3.5% | -43.2% | +46.8% | +3.6% |
| 6M | +7.8% | -43.2% | +51.0% | +7.9% |
| YTD | +5.9% | +5.5% | +0.3% | +5.8% |
| 1Y | +12.5% | -1.6% | +14.1% | +12.4% |
| 3Y | +117.2% | +773.7% | -656.5% | +116.2% |
| 5Y | +86.5% | +187.6% | -101.1% | +85.8% |
| 10Y | +125.7% | -98.5% | +224.2% | +124.3% |
| All | +48.5% | -100.0% | +148.5% | +54.3% |
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