-20.4%
RMD vs FHN
+13.3%
-33.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -4.7% | 0.0% | -4.8% | -4.7% |
| 30D | +0.2% | -2.6% | +2.8% | +0.8% |
| 3M | +12.0% | 0.0% | +12.0% | +11.7% |
| 6M | -12.5% | +9.2% | -21.8% | -14.6% |
| YTD | -7.9% | +4.3% | -12.3% | -9.2% |
| 1Y | -20.4% | +10.8% | -31.1% | -21.8% |
| All | -20.4% | +13.3% | -33.7% | -21.8% |
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