-23.4%
RCL vs FHN
+13.8%
-37.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.4% |
| 7D | -0.5% | +2.7% | -3.1% | -2.1% |
| 30D | -17.3% | -3.1% | -14.2% | -15.8% |
| 3M | -2.8% | +2.3% | -5.1% | -4.7% |
| 6M | -4.4% | +9.7% | -14.1% | -10.4% |
| YTD | -4.2% | +4.7% | -8.9% | -8.0% |
| 1Y | -23.4% | +13.8% | -37.1% | -31.6% |
| All | -23.4% | +13.8% | -37.2% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling