+54.2%
RGTI vs FHN
+65.8%
-11.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | +0.5% | -1.2% | +1.7% | +1.1% |
| 30D | -17.1% | -4.8% | -12.3% | -14.9% |
| 3M | -26.0% | -0.7% | -25.3% | -26.0% |
| 6M | -9.9% | +10.6% | -20.5% | -14.8% |
| YTD | -31.1% | +4.6% | -35.7% | -32.9% |
| 1Y | -8.5% | +11.4% | -19.9% | -13.9% |
| 3Y | +652.2% | +132.3% | +520.0% | +453.4% |
| 5Y | +56.8% | +90.2% | -33.4% | +21.8% |
| All | +54.2% | +65.8% | -11.6% | +19.4% |
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