+619.6%
RIOT vs FHN
+81.8%
+537.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -2.0% |
| 7D | +4.8% | +2.1% | +2.7% | +3.8% |
| 30D | +16.0% | +3.8% | +12.2% | +13.6% |
| 3M | -8.8% | -8.9% | +0.1% | -4.8% |
| 6M | -29.7% | +1.8% | -31.5% | -31.1% |
| YTD | +38.3% | +0.6% | +37.7% | +36.5% |
| 1Y | +26.2% | +12.9% | +13.3% | +17.3% |
| 3Y | +79.0% | +126.4% | -47.4% | +27.3% |
| 5Y | -60.4% | +62.3% | -122.6% | -70.2% |
| All | +619.6% | +81.8% | +537.8% | +344.0% |
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