+90.1%
RF vs FHN
+86.2%
+3.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.3% | +1.2% | +0.1% | +0.7% |
| 30D | -3.6% | -4.7% | +1.1% | -1.2% |
| 3M | +8.1% | +3.5% | +4.5% | +6.1% |
| 6M | +11.5% | +7.8% | +3.7% | +7.3% |
| YTD | +15.6% | +5.9% | +9.7% | +12.4% |
| 1Y | +15.7% | +12.5% | +3.2% | +8.8% |
| 3Y | +86.9% | +117.2% | -30.3% | +30.2% |
| All | +90.1% | +86.2% | +3.9% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling