+88.1%
FHN vs RGEN
-42.4%
+130.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +1.2% | -4.9% | +6.1% | +1.9% |
| 30D | -4.7% | +5.7% | -10.4% | -5.6% |
| 3M | +3.5% | +32.4% | -28.9% | -1.0% |
| 6M | +7.8% | +33.2% | -25.4% | +2.5% |
| YTD | +5.9% | +2.3% | +3.6% | +4.5% |
| 1Y | +12.5% | +39.0% | -26.5% | +5.9% |
| 3Y | +117.2% | -4.6% | +121.8% | +108.6% |
| All | +88.1% | -42.4% | +130.5% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling