+5,669.9%
RCL vs FHN
+514.3%
+5,155.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +6.5% | -1.0% | +7.5% | +7.1% |
| 30D | +15.9% | +0.2% | +15.7% | +15.8% |
| 3M | +2.7% | -9.0% | +11.7% | +7.7% |
| 6M | +15.2% | -6.8% | +22.1% | +19.3% |
| YTD | +19.2% | -1.5% | +20.7% | +20.0% |
| 1Y | +31.6% | +10.9% | +20.7% | +25.0% |
| 3Y | +274.2% | +119.4% | +154.8% | +149.8% |
| 5Y | +250.1% | +57.5% | +192.5% | +144.8% |
| 10Y | +388.4% | +114.1% | +274.3% | +193.4% |
| All | +5,669.9% | +514.3% | +5,155.6% | +2,372.2% |
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