+1,814.8%
FHN vs RGEN
+1,576.0%
+238.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +1.2% | -4.9% | +6.1% | +1.4% |
| 30D | -4.7% | +5.7% | -10.4% | -5.0% |
| 3M | +3.5% | +32.4% | -28.9% | +2.1% |
| 6M | +7.8% | +33.2% | -25.4% | +6.2% |
| YTD | +5.9% | +2.3% | +3.6% | +5.5% |
| 1Y | +12.5% | +39.0% | -26.5% | +10.5% |
| 3Y | +117.2% | -4.6% | +121.8% | +115.2% |
| 5Y | +86.5% | -42.7% | +129.2% | +86.6% |
| 10Y | +125.7% | +433.6% | -307.9% | +105.5% |
| All | +1,814.8% | +1,576.0% | +238.8% | +1,391.7% |
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