+14,299.2%
ROK vs FHN
+1,718.9%
+12,580.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +6.1% | +1.3% | +4.8% | +5.6% |
| 30D | -6.5% | +2.8% | -9.3% | -7.3% |
| 3M | -10.2% | -8.9% | -1.3% | -7.3% |
| 6M | -10.6% | -0.7% | -9.9% | -10.5% |
| YTD | +4.9% | +0.1% | +4.8% | +4.9% |
| 1Y | +3.8% | +10.4% | -6.6% | +0.4% |
| 3Y | +63.5% | +128.8% | -65.3% | +22.9% |
| 5Y | +30.9% | +61.5% | -30.5% | +2.3% |
| 10Y | +266.4% | +83.0% | +183.3% | +154.9% |
| All | +14,299.2% | +1,718.9% | +12,580.3% | +5,189.5% |
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