-1.4%
RMD vs FHN
+14.6%
-15.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.7% | +4.2% | +5.3% |
| 7D | -3.9% | +2.3% | -6.1% | -4.5% |
| 30D | +7.9% | +1.6% | +6.3% | +7.4% |
| 3M | +8.1% | -8.4% | +16.5% | +11.3% |
| 6M | +15.5% | -2.3% | +17.8% | +15.8% |
| YTD | +0.7% | +1.5% | -0.8% | -0.7% |
| 1Y | -1.4% | +15.0% | -16.4% | -4.4% |
| All | -1.4% | +14.6% | -15.9% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling