+37.2%
RIOT vs FHN
+11.5%
+25.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.8% |
| 7D | -1.5% | -1.2% | -0.3% | -0.9% |
| 30D | +5.7% | -4.8% | +10.5% | +8.4% |
| 3M | -17.9% | -0.7% | -17.1% | -18.5% |
| 6M | +45.0% | +10.6% | +34.4% | +33.3% |
| YTD | +69.5% | +4.6% | +64.9% | +60.5% |
| 1Y | +37.2% | +11.4% | +25.8% | +24.5% |
| All | +37.2% | +11.5% | +25.7% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling