+87.4%
FHN vs RNG
-70.2%
+157.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | 0.0% | -4.1% | +4.1% | +0.5% |
| 30D | -2.6% | +8.6% | -11.2% | -3.6% |
| 3M | 0.0% | +78.0% | -77.9% | -7.4% |
| 6M | +9.2% | +67.0% | -57.8% | +1.0% |
| YTD | +4.3% | +142.4% | -138.1% | -9.3% |
| 1Y | +10.8% | +120.4% | -109.7% | -2.6% |
| 3Y | +130.7% | +122.1% | +8.6% | +98.1% |
| 5Y | +87.4% | -69.8% | +157.2% | +81.8% |
| All | +87.4% | -70.2% | +157.6% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling