+646.8%
RGTI vs FHN
+130.7%
+516.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -1.2% |
| 7D | -0.1% | -0.8% | +0.7% | +0.6% |
| 30D | -16.2% | -2.6% | -13.6% | -14.1% |
| 3M | -22.0% | +0.8% | -22.9% | -23.5% |
| 6M | -10.8% | +9.2% | -20.0% | -19.0% |
| YTD | -31.6% | +5.1% | -36.7% | -35.7% |
| 1Y | -6.4% | +12.2% | -18.6% | -18.3% |
| All | +646.8% | +130.7% | +516.1% | +221.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling