+91.1%
FHN vs RVTY
-32.1%
+123.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.6% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | -3.1% | +10.8% | -13.9% | -5.2% |
| 3M | +2.3% | +26.8% | -24.4% | -2.8% |
| 6M | +9.7% | +39.3% | -29.6% | +1.9% |
| YTD | +4.7% | +31.6% | -26.9% | -1.9% |
| 1Y | +13.8% | +47.7% | -33.9% | +3.9% |
| 3Y | +131.6% | +19.9% | +111.6% | +115.4% |
| 5Y | +91.1% | -32.3% | +123.5% | +68.9% |
| All | +91.1% | -32.1% | +123.3% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling