+133.7%
FHN vs RGEN
+19.6%
+114.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.6% |
| 7D | -0.5% | +3.5% | -3.9% | -1.1% |
| 30D | +1.9% | +2.9% | -1.0% | +1.3% |
| 3M | -6.9% | +9.2% | -16.1% | -9.1% |
| 6M | -3.1% | +44.9% | -48.0% | -11.2% |
| YTD | +0.6% | +9.2% | -8.6% | -2.8% |
| 1Y | +12.4% | +25.3% | -12.9% | +5.5% |
| 3Y | +133.7% | +21.7% | +112.0% | +102.0% |
| All | +133.7% | +19.6% | +114.1% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling