+126.6%
FHN vs RNG
+223.4%
-96.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | -0.8% | -9.6% | +8.8% | +0.2% |
| 30D | -2.6% | +8.8% | -11.4% | -3.6% |
| 3M | +0.8% | +78.6% | -77.8% | -5.7% |
| 6M | +9.2% | +70.3% | -61.1% | +1.9% |
| YTD | +5.1% | +140.3% | -135.2% | -6.5% |
| 1Y | +12.2% | +126.6% | -114.4% | +0.3% |
| 3Y | +132.4% | +120.2% | +12.2% | +105.0% |
| 5Y | +91.1% | -68.3% | +159.4% | +87.5% |
| All | +126.6% | +223.4% | -96.9% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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