+89.6%
FHN vs RVTY
+212.9%
-123.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +0.9% | -2.7% | +3.6% | +1.6% |
| 30D | +2.1% | +3.2% | -1.2% | +0.9% |
| 3M | -6.0% | +37.2% | -43.2% | -14.9% |
| 6M | -2.9% | +57.7% | -60.6% | -16.1% |
| YTD | +0.7% | +64.8% | -64.1% | -14.9% |
| 1Y | +11.0% | +72.8% | -61.8% | -7.6% |
| 3Y | +130.3% | +89.8% | +40.5% | +82.1% |
| 5Y | +61.3% | -8.4% | +69.7% | +52.7% |
| 10Y | +89.6% | +219.5% | -129.9% | +4.7% |
| All | +89.6% | +212.9% | -123.3% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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