+9,030.3%
ROL vs FHN
+1,824.4%
+7,205.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.4% | +1.2% | -2.6% | -1.7% |
| 30D | -4.1% | -4.7% | +0.6% | -3.2% |
| 3M | -22.5% | +3.5% | -26.1% | -23.1% |
| 6M | -37.7% | +7.8% | -45.5% | -38.7% |
| YTD | -39.6% | +5.9% | -45.5% | -40.5% |
| 1Y | -36.0% | +12.5% | -48.5% | -37.9% |
| 3Y | -5.1% | +117.2% | -122.3% | -21.7% |
| 5Y | -3.4% | +86.5% | -89.9% | -21.6% |
| 10Y | +215.2% | +125.7% | +89.5% | +124.6% |
| All | +9,030.3% | +1,824.4% | +7,205.9% | +4,198.2% |
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