+126.9%
FHN vs RGEN
+402.3%
-275.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | 0.0% | -4.6% | +4.6% | +0.7% |
| 30D | -2.6% | +1.2% | -3.7% | -2.9% |
| 3M | 0.0% | +26.8% | -26.8% | -3.6% |
| 6M | +9.2% | +29.1% | -19.8% | +4.6% |
| YTD | +4.3% | +0.7% | +3.6% | +3.3% |
| 1Y | +10.8% | +39.1% | -28.3% | +4.6% |
| 3Y | +130.7% | +2.2% | +128.5% | +121.3% |
| 5Y | +87.4% | -44.0% | +131.3% | +86.3% |
| 10Y | +126.9% | +412.7% | -285.9% | +39.3% |
| All | +126.9% | +402.3% | -275.4% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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