+1,719.0%
FHN vs RVTY
+2,959.8%
-1,240.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -0.9% | -0.7% | -0.1% | -0.7% |
| 30D | +2.0% | +1.7% | +0.3% | +1.4% |
| 3M | -6.8% | +36.8% | -43.6% | -14.5% |
| 6M | -0.8% | +60.1% | -60.9% | -12.7% |
| YTD | +0.6% | +64.0% | -63.4% | -12.7% |
| 1Y | +11.5% | +68.2% | -56.7% | -3.9% |
| 3Y | +130.0% | +88.8% | +41.2% | +89.5% |
| 5Y | +60.8% | -10.5% | +71.3% | +54.3% |
| 10Y | +84.0% | +219.7% | -135.7% | +25.6% |
| All | +1,719.0% | +2,959.8% | -1,240.7% | +626.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling