+1,814.8%
FHN vs RVTY
+2,416.7%
-601.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.2% | +1.1% | +0.1% | +0.9% |
| 30D | -4.7% | +13.2% | -17.9% | -7.7% |
| 3M | +3.5% | +27.2% | -23.7% | -3.0% |
| 6M | +7.8% | +32.4% | -24.6% | -0.4% |
| YTD | +5.9% | +34.9% | -29.0% | -3.0% |
| 1Y | +12.5% | +52.4% | -39.9% | -0.4% |
| 3Y | +117.2% | +12.3% | +104.9% | +103.7% |
| 5Y | +86.5% | -30.8% | +117.4% | +91.8% |
| 10Y | +125.7% | +150.7% | -25.0% | +64.6% |
| All | +1,814.8% | +2,416.7% | -601.9% | +707.8% |
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