+4.4%
RDW vs FHN
+98.8%
-94.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | +4.8% | -0.8% | +5.6% | +5.2% |
| 30D | -19.5% | -2.6% | -16.9% | -18.5% |
| 3M | -26.9% | +0.8% | -27.7% | -27.6% |
| 6M | +17.8% | +9.2% | +8.5% | +12.6% |
| YTD | +43.0% | +5.1% | +37.9% | +39.4% |
| 1Y | +32.1% | +12.2% | +19.9% | +25.0% |
| 3Y | +250.6% | +132.4% | +118.2% | +166.1% |
| 5Y | -6.6% | +91.1% | -97.7% | -24.1% |
| All | +4.4% | +98.8% | -94.4% | -16.1% |
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 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