+2.0%
RDW vs FHN
+97.9%
-95.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +0.9% | -1.2% | +2.1% | +1.4% |
| 30D | -21.3% | -4.8% | -16.5% | -19.3% |
| 3M | -37.9% | -0.7% | -37.1% | -38.0% |
| 6M | +12.3% | +10.6% | +1.6% | +6.8% |
| YTD | +39.7% | +4.6% | +35.1% | +36.5% |
| 1Y | +25.7% | +11.4% | +14.3% | +19.3% |
| 3Y | +230.8% | +132.3% | +98.6% | +151.5% |
| 5Y | -8.8% | +90.2% | -98.9% | -25.6% |
| All | +2.0% | +97.9% | -95.9% | -17.9% |
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