-7.2%
RKT vs FHN
+88.9%
-96.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | +6.0% | +2.7% | +3.3% | +5.1% |
| 30D | +0.7% | -3.1% | +3.8% | +1.6% |
| 3M | +11.8% | +2.3% | +9.5% | +11.1% |
| 6M | -7.6% | +9.7% | -17.4% | -9.9% |
| YTD | -28.7% | +4.7% | -33.4% | -29.5% |
| 1Y | -32.6% | +13.8% | -46.3% | -35.0% |
| 3Y | +42.1% | +131.6% | -89.5% | +13.6% |
| 5Y | -7.2% | +91.1% | -98.3% | -30.1% |
| All | -7.2% | +88.9% | -96.1% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling