+234.8%
RCL vs FHN
+86.2%
+148.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -5.1% | +1.2% | -6.3% | -5.5% |
| 30D | -19.0% | -4.7% | -14.3% | -17.6% |
| 3M | -9.6% | +3.5% | -13.1% | -10.8% |
| 6M | -6.7% | +7.8% | -14.5% | -9.2% |
| YTD | -3.9% | +5.9% | -9.8% | -6.0% |
| 1Y | -25.1% | +12.5% | -37.6% | -28.3% |
| 3Y | +179.1% | +117.2% | +61.9% | +127.0% |
| All | +234.8% | +86.2% | +148.6% | +154.1% |
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