+1,719.0%
FHN vs RRC
+1,511.7%
+207.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | +2.0% | +25.2% | -23.2% | -1.1% |
| 3M | -6.8% | +27.8% | -34.7% | -10.0% |
| 6M | -0.8% | +27.2% | -28.0% | -4.2% |
| YTD | +0.6% | +48.2% | -47.6% | -5.0% |
| 1Y | +11.5% | +34.7% | -23.2% | +6.4% |
| 3Y | +130.0% | +62.2% | +67.7% | +113.1% |
| 5Y | +60.8% | +130.9% | -70.1% | +38.6% |
| 10Y | +84.0% | +73.4% | +10.5% | +45.9% |
| All | +1,719.0% | +1,511.7% | +207.3% | +1,185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling