+1,507.8%
RL vs FHN
+122.8%
+1,385.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.2% |
| 7D | -4.2% | -1.0% | -3.2% | -3.7% |
| 30D | +4.3% | +0.2% | +4.1% | +4.3% |
| 3M | -4.6% | -9.0% | +4.4% | -1.4% |
| 6M | +1.7% | -6.8% | +8.5% | +4.2% |
| YTD | +7.3% | -1.5% | +8.9% | +7.8% |
| 1Y | +20.8% | +10.9% | +9.9% | +16.4% |
| 3Y | +247.0% | +119.4% | +127.6% | +162.0% |
| 5Y | +225.5% | +57.5% | +167.9% | +156.9% |
| 10Y | +363.0% | +114.1% | +248.9% | +214.1% |
| All | +1,507.8% | +122.8% | +1,385.0% | +749.7% |
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