-39.0%
RMBS vs FHN
+0.4%
-39.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.5% |
| 7D | +10.3% | +2.1% | +8.2% | +9.1% |
| 30D | -10.7% | +3.8% | -14.5% | -11.7% |
| 3M | -17.2% | -8.9% | -8.3% | -12.6% |
| 6M | -39.0% | +1.8% | -40.8% | -43.6% |
| All | -39.0% | +0.4% | -39.4% | -43.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling