+239.8%
RF vs FHN
+94.7%
+145.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +0.3% | +0.9% | -0.5% | -0.3% |
| 30D | +6.2% | +2.1% | +4.1% | +4.7% |
| 3M | -7.8% | -6.0% | -1.9% | -3.7% |
| 6M | +5.9% | -2.9% | +8.9% | +8.2% |
| YTD | +9.0% | +0.7% | +8.3% | +8.6% |
| 1Y | +19.3% | +11.0% | +8.2% | +10.8% |
| 3Y | +116.4% | +130.3% | -13.8% | +17.4% |
| 5Y | +46.0% | +61.3% | -15.2% | -13.1% |
| 10Y | +239.8% | +89.6% | +150.2% | +62.3% |
| All | +239.8% | +94.7% | +145.1% | +62.3% |
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