+53.9%
RMD vs FHN
+134.1%
-80.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.0% |
| 7D | -4.5% | +2.7% | -7.1% | -4.9% |
| 30D | +4.6% | -3.1% | +7.7% | +5.1% |
| 3M | +14.8% | +2.3% | +12.4% | +14.2% |
| 6M | -12.1% | +9.7% | -21.8% | -13.6% |
| YTD | -7.5% | +4.7% | -12.2% | -8.4% |
| 1Y | -20.1% | +13.8% | -33.8% | -22.0% |
| 3Y | +53.9% | +131.6% | -77.7% | +26.9% |
| All | +53.9% | +134.1% | -80.3% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling