+379.0%
RCL vs FHN
+106.3%
+272.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.9% | +1.7% |
| 7D | +5.0% | -0.5% | +5.4% | +5.3% |
| 30D | +19.4% | +1.9% | +17.4% | +18.1% |
| 3M | +5.9% | -6.9% | +12.9% | +10.7% |
| 6M | +23.8% | -3.1% | +26.9% | +25.9% |
| YTD | +22.8% | +0.6% | +22.2% | +22.1% |
| 1Y | +34.3% | +12.4% | +21.9% | +25.1% |
| 3Y | +276.4% | +133.7% | +142.7% | +122.5% |
| 5Y | +281.6% | +61.4% | +220.2% | +137.2% |
| 10Y | +379.0% | +97.9% | +281.2% | +130.3% |
| All | +379.0% | +106.3% | +272.8% | +130.3% |
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