-22.2%
RKT vs FHN
+232.9%
-255.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.1% | +1.2% | +0.9% | +1.8% |
| 30D | +1.4% | -4.7% | +6.1% | +2.8% |
| 3M | +6.3% | +3.5% | +2.7% | +5.3% |
| 6M | -15.5% | +7.8% | -23.3% | -16.8% |
| YTD | -27.4% | +5.9% | -33.3% | -28.3% |
| 1Y | -26.6% | +12.5% | -39.1% | -28.7% |
| 3Y | +41.2% | +117.2% | -76.0% | +18.4% |
| 5Y | -6.4% | +86.5% | -93.0% | -21.1% |
| All | -22.2% | +232.9% | -255.1% | -46.9% |
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 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