+471.6%
RIOT vs FHN
+129.4%
+342.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.7% | -5.8% | -5.5% |
| 7D | -0.9% | -0.8% | -0.1% | -0.5% |
| 30D | +3.5% | -2.6% | +6.1% | +4.8% |
| 3M | -13.0% | +0.8% | -13.8% | -13.8% |
| 6M | +43.1% | +9.2% | +33.9% | +36.4% |
| YTD | +65.4% | +5.1% | +60.2% | +60.3% |
| 1Y | +27.7% | +12.2% | +15.5% | +19.5% |
| 3Y | +91.3% | +132.4% | -41.1% | +34.0% |
| 5Y | -29.3% | +91.1% | -120.4% | -50.9% |
| All | +471.6% | +129.4% | +342.2% | +193.9% |
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