+1,030.0%
RMBS vs FHN
+157.6%
+872.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -0.3% | +1.2% | -1.5% | -0.8% |
| 30D | -12.2% | -4.7% | -7.5% | -10.6% |
| 3M | -49.5% | +3.5% | -53.1% | -50.3% |
| 6M | -7.1% | +7.8% | -15.0% | -9.8% |
| YTD | -7.0% | +5.9% | -12.9% | -8.8% |
| 1Y | +13.3% | +12.5% | +0.9% | +8.4% |
| 3Y | +49.2% | +117.2% | -68.0% | +14.0% |
| 5Y | +250.0% | +86.5% | +163.4% | +159.6% |
| 10Y | +495.1% | +125.7% | +369.4% | +277.9% |
| All | +1,030.0% | +157.6% | +872.5% | +420.6% |
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 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