+126.9%
FHN vs RRC
+4.5%
+122.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | 0.0% | -1.7% | +1.8% | +0.4% |
| 30D | -2.6% | +3.6% | -6.2% | -3.3% |
| 3M | 0.0% | +8.8% | -8.8% | -1.9% |
| 6M | +9.2% | +0.8% | +8.5% | +8.3% |
| YTD | +4.3% | +19.0% | -14.6% | -0.3% |
| 1Y | +10.8% | +22.9% | -12.2% | +4.6% |
| 3Y | +130.7% | +32.3% | +98.4% | +112.0% |
| 5Y | +87.4% | +151.6% | -64.2% | +41.6% |
| 10Y | +126.9% | +5.5% | +121.4% | +51.2% |
| All | +126.9% | +4.5% | +122.3% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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