+546.6%
RMBS vs FHN
+129.4%
+417.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.4% | -2.9% |
| 7D | +1.2% | -0.8% | +2.0% | +1.5% |
| 30D | -11.5% | -2.6% | -8.8% | -10.6% |
| 3M | -38.2% | +0.8% | -39.1% | -38.5% |
| 6M | -4.8% | +9.2% | -14.0% | -8.2% |
| YTD | -7.1% | +5.1% | -12.2% | -8.9% |
| 1Y | +10.7% | +12.2% | -1.5% | +5.6% |
| 3Y | +54.5% | +132.4% | -77.9% | +15.8% |
| 5Y | +261.7% | +91.1% | +170.6% | +163.8% |
| All | +546.6% | +129.4% | +417.2% | +287.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling