-27.0%
RKT vs FHN
+230.5%
-257.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | -7.2% | -0.8% | -6.4% | -7.0% |
| 30D | -7.9% | -2.6% | -5.3% | -7.3% |
| 3M | +5.2% | +0.8% | +4.3% | +5.0% |
| 6M | -14.9% | +9.2% | -24.1% | -16.6% |
| YTD | -31.9% | +5.1% | -37.0% | -32.6% |
| 1Y | -36.9% | +12.2% | -49.1% | -38.6% |
| 3Y | +35.7% | +132.4% | -96.7% | +12.8% |
| 5Y | -9.7% | +91.1% | -100.8% | -23.8% |
| All | -27.0% | +230.5% | -257.5% | -50.1% |
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