+119.4%
FHN vs RRC
+36.3%
+83.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.2% |
| 7D | -1.0% | -10.8% | +9.8% | +1.3% |
| 30D | +0.2% | +22.3% | -22.1% | -4.8% |
| 3M | -9.0% | +26.6% | -35.6% | -14.4% |
| 6M | -6.8% | +18.9% | -25.8% | -11.3% |
| YTD | -1.5% | +39.2% | -40.7% | -11.5% |
| 1Y | +10.9% | +34.0% | -23.0% | +0.6% |
| 3Y | +119.4% | +42.0% | +77.3% | +94.8% |
| All | +119.4% | +36.3% | +83.1% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling