+42,172.8%
RMD vs FHN
+434.0%
+41,738.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +3.1% | +0.9% | +2.2% | +2.9% |
| 30D | +1.8% | +2.1% | -0.3% | +1.4% |
| 3M | +6.7% | -6.0% | +12.7% | +8.0% |
| 6M | +13.9% | -2.9% | +16.8% | +14.5% |
| YTD | -2.0% | +0.7% | -2.7% | -2.3% |
| 1Y | -5.4% | +11.0% | -16.4% | -7.6% |
| 3Y | +67.4% | +130.3% | -62.9% | +38.0% |
| 5Y | -5.7% | +61.3% | -67.0% | -19.9% |
| 10Y | +338.4% | +89.6% | +248.8% | +232.2% |
| All | +42,172.8% | +434.0% | +41,738.8% | +17,996.4% |
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 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