+1,440.4%
RF vs FHN
+1,744.5%
-304.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.3% |
| 7D | +2.3% | +2.3% | 0.0% | +0.6% |
| 30D | +7.2% | +1.6% | +5.6% | +6.0% |
| 3M | -8.2% | -8.4% | +0.2% | -2.2% |
| 6M | +7.0% | -2.3% | +9.3% | +8.8% |
| YTD | +10.3% | +1.5% | +8.8% | +9.1% |
| 1Y | +25.1% | +15.0% | +10.1% | +12.9% |
| 3Y | +110.3% | +120.9% | -10.6% | +14.7% |
| 5Y | +47.1% | +64.0% | -16.9% | -14.4% |
| 10Y | +297.9% | +120.6% | +177.3% | +82.5% |
| All | +1,440.4% | +1,744.5% | -304.1% | +378.4% |
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