+6,084.9%
RIO vs FHN
+2,006.2%
+4,078.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | 0.0% | +1.2% | -1.2% | -0.4% |
| 30D | +4.0% | -4.7% | +8.7% | +5.3% |
| 3M | +0.1% | +3.5% | -3.4% | -1.1% |
| 6M | +12.7% | +7.8% | +4.9% | +10.0% |
| YTD | +35.6% | +5.9% | +29.7% | +32.8% |
| 1Y | +73.7% | +12.5% | +61.2% | +66.4% |
| 3Y | +93.3% | +117.2% | -23.9% | +47.9% |
| 5Y | +92.4% | +86.5% | +5.9% | +43.9% |
| 10Y | +606.9% | +125.7% | +481.2% | +361.7% |
| All | +6,084.9% | +2,006.2% | +4,078.7% | +2,333.0% |
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 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