+57.9%
FHN vs RRC
+110.6%
-52.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.1% |
| 7D | -1.0% | -10.8% | +9.8% | +0.8% |
| 30D | +0.2% | +22.3% | -22.1% | -3.4% |
| 3M | -9.0% | +26.6% | -35.6% | -12.9% |
| 6M | -6.8% | +18.9% | -25.8% | -10.1% |
| YTD | -1.5% | +39.2% | -40.7% | -8.1% |
| 1Y | +10.9% | +34.0% | -23.0% | +4.1% |
| 3Y | +119.4% | +42.0% | +77.3% | +100.9% |
| All | +57.9% | +110.6% | -52.7% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling