+140.3%
RBRK vs FHN
+78.5%
+61.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | -3.5% | -0.8% | -2.7% | -3.1% |
| 30D | -8.3% | -2.6% | -5.6% | -7.1% |
| 3M | +24.7% | +0.8% | +23.8% | +23.9% |
| 6M | +58.9% | +9.2% | +49.7% | +50.5% |
| YTD | +16.3% | +5.1% | +11.1% | +11.8% |
| 1Y | +10.1% | +12.2% | -2.1% | +1.2% |
| All | +140.3% | +78.5% | +61.8% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling