+121.7%
FHN vs RGEN
-3.7%
+125.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +1.2% | -4.9% | +6.1% | +2.1% |
| 30D | -4.7% | +5.7% | -10.4% | -5.9% |
| 3M | +3.5% | +32.4% | -28.9% | -2.6% |
| 6M | +7.8% | +33.2% | -25.4% | +0.7% |
| YTD | +5.9% | +2.3% | +3.6% | +4.1% |
| 1Y | +12.5% | +39.0% | -26.5% | +3.4% |
| All | +121.7% | -3.7% | +125.5% | +111.0% |
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