+190.3%
RDDT vs FHN
+71.6%
+118.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -7.4% | 0.0% | -7.4% | -7.4% |
| 30D | -7.7% | -2.6% | -5.2% | -6.0% |
| 3M | -17.8% | 0.0% | -17.8% | -18.0% |
| 6M | +5.5% | +9.2% | -3.8% | -1.2% |
| YTD | -36.3% | +4.3% | -40.6% | -39.0% |
| 1Y | -39.0% | +10.8% | -49.8% | -44.4% |
| All | +190.3% | +71.6% | +118.7% | +116.2% |
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