+1,395.2%
RL vs FHN
+139.5%
+1,255.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | -0.8% | +1.2% | -2.0% | -1.2% |
| 30D | -7.8% | -4.7% | -3.1% | -6.3% |
| 3M | -4.0% | +3.5% | -7.5% | -5.3% |
| 6M | -1.9% | +7.8% | -9.7% | -4.4% |
| YTD | -0.2% | +5.9% | -6.0% | -2.2% |
| 1Y | +10.7% | +12.5% | -1.8% | +5.7% |
| 3Y | +210.8% | +117.2% | +93.6% | +134.6% |
| 5Y | +238.2% | +86.5% | +151.7% | +151.7% |
| 10Y | +313.4% | +125.7% | +187.6% | +174.9% |
| All | +1,395.2% | +139.5% | +1,255.7% | +670.3% |
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