-41.2%
RIG vs FHN
+129.4%
-170.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.6% |
| 7D | -4.2% | -0.8% | -3.4% | -3.6% |
| 30D | -0.7% | -2.6% | +1.9% | +0.9% |
| 3M | -4.0% | +0.8% | -4.8% | -5.2% |
| 6M | -6.3% | +9.2% | -15.6% | -13.1% |
| YTD | +39.7% | +5.1% | +34.6% | +32.3% |
| 1Y | +78.1% | +12.2% | +65.9% | +58.9% |
| 3Y | -29.5% | +132.4% | -161.9% | -63.4% |
| 5Y | +65.3% | +91.1% | -25.8% | -18.9% |
| All | -41.2% | +129.4% | -170.6% | -73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling