+54.9%
RMBS vs FHN
+129.0%
-74.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.1% |
| 7D | +3.5% | 0.0% | +3.4% | +3.4% |
| 30D | -8.6% | -2.6% | -6.0% | -7.0% |
| 3M | -40.3% | 0.0% | -40.3% | -40.6% |
| 6M | -1.0% | +9.2% | -10.2% | -7.7% |
| YTD | -4.6% | +4.3% | -9.0% | -7.9% |
| 1Y | +17.6% | +10.8% | +6.8% | +8.2% |
| All | +54.9% | +129.0% | -74.1% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling