-22.2%
RMD vs FHN
+88.9%
-111.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.1% |
| 7D | -4.5% | +2.7% | -7.1% | -4.8% |
| 30D | +4.6% | -3.1% | +7.7% | +5.0% |
| 3M | +14.8% | +2.3% | +12.4% | +14.4% |
| 6M | -12.1% | +9.7% | -21.8% | -13.1% |
| YTD | -7.5% | +4.7% | -12.2% | -8.1% |
| 1Y | -20.1% | +13.8% | -33.8% | -21.4% |
| 3Y | +53.9% | +131.6% | -77.7% | +39.4% |
| 5Y | -22.2% | +91.1% | -113.4% | -25.8% |
| All | -22.2% | +88.9% | -111.1% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling