+1,407.5%
RF vs FHN
+1,696.3%
-288.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -0.2% |
| 7D | -1.6% | -2.3% | +0.7% | 0.0% |
| 30D | +5.0% | -0.9% | +6.0% | +5.8% |
| 3M | -10.0% | -11.0% | +1.1% | -2.0% |
| 6M | +3.3% | -5.4% | +8.7% | +7.5% |
| YTD | +7.9% | -1.2% | +9.1% | +8.9% |
| 1Y | +21.2% | +10.5% | +10.7% | +12.7% |
| 3Y | +105.8% | +115.1% | -9.3% | +14.4% |
| 5Y | +43.7% | +58.1% | -14.4% | -14.1% |
| 10Y | +289.4% | +114.9% | +174.6% | +82.1% |
| All | +1,407.5% | +1,696.3% | -288.8% | +377.3% |
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 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