+1,721.4%
FHN vs RGEN
+1,639.8%
+81.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.2% |
| 7D | +0.9% | -2.4% | +3.3% | +1.0% |
| 30D | +2.1% | +0.1% | +2.0% | +2.0% |
| 3M | -6.0% | +6.6% | -12.6% | -6.4% |
| 6M | -2.9% | +40.9% | -43.9% | -4.6% |
| YTD | +0.7% | +6.2% | -5.5% | +0.1% |
| 1Y | +11.0% | +19.4% | -8.4% | +9.7% |
| 3Y | +130.3% | +17.9% | +112.4% | +126.3% |
| 5Y | +61.3% | -34.0% | +95.3% | +60.4% |
| 10Y | +89.6% | +453.9% | -364.3% | +72.1% |
| All | +1,721.4% | +1,639.8% | +81.6% | +1,315.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling