+240.5%
RMBS vs FHN
+61.2%
+179.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | +10.3% | +2.1% | +8.2% | +9.5% |
| 30D | -10.7% | +3.8% | -14.5% | -11.9% |
| 3M | -17.2% | -8.9% | -8.3% | -14.3% |
| 6M | -39.0% | +1.8% | -40.8% | -39.5% |
| YTD | -10.5% | +0.6% | -11.1% | -10.6% |
| 1Y | -11.0% | +12.9% | -23.9% | -14.5% |
| 3Y | +31.3% | +126.4% | -95.0% | +10.8% |
| All | +240.5% | +61.2% | +179.3% | +195.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling