-48.9%
RBLX vs FHN
+87.6%
-136.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +8.1% | -0.8% | +8.9% | +8.3% |
| 30D | +23.9% | -2.6% | +26.5% | +24.5% |
| 3M | +8.1% | +0.8% | +7.3% | +7.7% |
| 6M | -23.7% | +9.2% | -32.9% | -25.4% |
| YTD | -44.6% | +5.1% | -49.7% | -45.4% |
| 1Y | -66.2% | +12.2% | -78.4% | -67.3% |
| 3Y | +54.7% | +132.4% | -77.7% | +30.4% |
| 5Y | -48.9% | +91.1% | -140.0% | -55.9% |
| All | -48.9% | +87.6% | -136.6% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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