+41,132.7%
RMD vs FHN
+461.4%
+40,671.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -5.0% | +1.2% | -6.2% | -5.2% |
| 30D | +2.2% | -4.7% | +6.9% | +3.2% |
| 3M | +17.8% | +3.5% | +14.3% | +16.9% |
| 6M | -11.3% | +7.8% | -19.2% | -12.8% |
| YTD | -4.4% | +5.9% | -10.3% | -5.7% |
| 1Y | -15.7% | +12.5% | -28.2% | -18.1% |
| 3Y | +47.7% | +117.2% | -69.5% | +23.1% |
| 5Y | -19.2% | +86.5% | -105.8% | -33.6% |
| 10Y | +280.4% | +125.7% | +154.7% | +177.1% |
| All | +41,132.7% | +461.4% | +40,671.3% | +17,368.6% |
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