+805.4%
RIOT vs FHN
+167.0%
+638.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | +14.8% | +1.2% | +13.6% | +14.3% |
| 30D | +1.4% | -4.7% | +6.1% | +3.8% |
| 3M | -20.6% | +3.5% | -24.2% | -22.4% |
| 6M | +31.9% | +7.8% | +24.1% | +26.8% |
| YTD | +72.1% | +5.9% | +66.2% | +66.3% |
| 1Y | +65.7% | +12.5% | +53.2% | +55.2% |
| 3Y | +97.5% | +117.2% | -19.7% | +43.1% |
| 5Y | -36.7% | +86.5% | -123.2% | -55.0% |
| 10Y | +550.1% | +125.7% | +424.4% | +294.1% |
| All | +805.4% | +167.0% | +638.4% | +499.7% |
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