+584.5%
RIO vs FHN
+128.3%
+456.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -3.2% | -1.2% | -2.0% | -2.9% |
| 30D | +0.9% | -4.8% | +5.7% | +2.2% |
| 3M | -1.4% | -0.7% | -0.7% | -1.5% |
| 6M | +10.9% | +10.6% | +0.3% | +7.7% |
| YTD | +31.2% | +4.6% | +26.6% | +29.1% |
| 1Y | +67.9% | +11.4% | +56.5% | +61.8% |
| 3Y | +88.8% | +132.3% | -43.5% | +43.6% |
| 5Y | +93.1% | +90.2% | +3.0% | +42.9% |
| All | +584.5% | +128.3% | +456.2% | +310.4% |
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 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