+42,467.1%
RMD vs FHN
+433.3%
+42,033.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.2% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | +2.5% | +1.9% | +0.5% | +2.1% |
| 3M | +11.5% | -6.9% | +18.5% | +13.1% |
| 6M | +14.7% | -3.1% | +17.8% | +15.4% |
| YTD | -1.3% | +0.6% | -1.9% | -1.6% |
| 1Y | -5.3% | +12.4% | -17.6% | -7.7% |
| 3Y | +68.8% | +133.7% | -65.0% | +38.7% |
| 5Y | -5.9% | +61.4% | -67.2% | -20.0% |
| 10Y | +348.7% | +97.9% | +250.8% | +236.8% |
| All | +42,467.1% | +433.3% | +42,033.8% | +18,127.0% |
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