+330.2%
RCL vs FHN
+80.9%
+249.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.6% |
| 7D | -0.2% | +1.3% | -1.5% | -1.0% |
| 30D | +14.4% | +2.8% | +11.6% | +12.6% |
| 3M | +5.2% | -8.9% | +14.1% | +11.3% |
| 6M | +26.1% | -0.7% | +26.8% | +26.4% |
| YTD | +17.4% | +0.1% | +17.3% | +17.0% |
| 1Y | +24.7% | +10.4% | +14.3% | +17.3% |
| 3Y | +250.9% | +128.8% | +122.1% | +110.1% |
| 5Y | +293.8% | +61.5% | +232.4% | +144.4% |
| All | +330.2% | +80.9% | +249.3% | +115.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling