+125.5%
FHN vs RJF
+429.3%
-303.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -1.2% | -2.7% | +1.5% | +0.9% |
| 30D | -4.8% | -4.3% | -0.5% | -1.6% |
| 3M | -0.7% | +15.7% | -16.5% | -12.1% |
| 6M | +10.6% | +17.8% | -7.2% | -3.9% |
| YTD | +4.6% | +9.2% | -4.6% | -4.3% |
| 1Y | +11.4% | +2.8% | +8.6% | +6.6% |
| 3Y | +132.3% | +69.5% | +62.8% | +48.1% |
| 5Y | +90.2% | +105.9% | -15.8% | -4.7% |
| All | +125.5% | +429.3% | -303.8% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling