+1,719.0%
FHN vs RJF
+47,306.8%
-45,587.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | +2.1% | +3.6% | -1.5% | +0.3% |
| 30D | +3.8% | +7.2% | -3.4% | 0.0% |
| 3M | -8.9% | -6.5% | -2.4% | -5.9% |
| 6M | +1.8% | +10.3% | -8.5% | -3.9% |
| YTD | +0.6% | +6.5% | -5.9% | -3.7% |
| 1Y | +12.9% | +6.1% | +6.8% | +8.2% |
| 3Y | +126.4% | +74.9% | +51.5% | +68.4% |
| 5Y | +62.3% | +81.3% | -19.0% | +15.4% |
| 10Y | +84.0% | +332.3% | -248.3% | -11.5% |
| All | +1,719.0% | +47,306.8% | -45,587.8% | +174.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling