-47.9%
RIG vs FHN
+81.8%
-129.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +3.8% |
| 7D | +5.7% | +2.1% | +3.6% | +4.2% |
| 30D | -0.7% | +3.8% | -4.5% | -3.4% |
| 3M | -3.1% | -8.9% | +5.8% | +2.6% |
| 6M | -16.3% | +1.8% | -18.1% | -18.3% |
| YTD | +34.1% | +0.6% | +33.6% | +30.4% |
| 1Y | +38.2% | +12.9% | +25.2% | +23.5% |
| 3Y | -15.3% | +126.4% | -141.7% | -55.3% |
| 5Y | +62.5% | +62.3% | +0.2% | -9.5% |
| All | -47.9% | +81.8% | -129.7% | -73.5% |
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