+347.6%
RIO vs FHN
+80.9%
+266.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | +0.1% | +1.3% | -1.1% | -0.2% |
| 30D | -10.5% | +2.8% | -13.3% | -11.2% |
| 3M | -15.9% | -8.9% | -7.0% | -13.9% |
| 6M | -22.3% | -0.7% | -21.6% | -22.4% |
| YTD | +9.3% | +0.1% | +9.3% | +8.8% |
| 1Y | +23.0% | +10.4% | +12.6% | +19.3% |
| 3Y | +52.1% | +128.8% | -76.8% | +16.8% |
| 5Y | +88.9% | +61.5% | +27.4% | +48.7% |
| All | +347.6% | +80.9% | +266.7% | +223.0% |
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