+60.7%
ROK vs FHN
+132.8%
-72.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | -11.0% | +0.9% | -11.9% | -11.2% |
| 30D | -8.2% | +2.1% | -10.3% | -9.0% |
| 3M | -8.5% | -6.0% | -2.5% | -5.5% |
| 6M | -12.0% | -2.9% | -9.0% | -10.8% |
| YTD | +3.1% | +0.7% | +2.4% | +2.5% |
| 1Y | +2.9% | +11.0% | -8.1% | -2.7% |
| 3Y | +60.7% | +130.3% | -69.6% | +11.9% |
| All | +60.7% | +132.8% | -72.1% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling