+7.4%
ROK vs FHN
+11.9%
-4.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.8% |
| 7D | +7.1% | +2.1% | +5.0% | +5.6% |
| 30D | -5.0% | +3.8% | -8.7% | -6.8% |
| 3M | -9.4% | -8.9% | -0.4% | -4.0% |
| 6M | -11.0% | +1.8% | -12.8% | -12.7% |
| YTD | +4.4% | +0.6% | +3.9% | +2.8% |
| 1Y | +7.4% | +12.9% | -5.5% | -0.8% |
| All | +7.4% | +11.9% | -4.5% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling