-24.2%
ROP vs FHN
+13.3%
-37.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -6.1% | 0.0% | -6.2% | -6.1% |
| 30D | -3.4% | -2.6% | -0.8% | -3.0% |
| 3M | +16.7% | 0.0% | +16.7% | +16.5% |
| 6M | +8.1% | +9.2% | -1.2% | +6.0% |
| YTD | -11.7% | +4.3% | -16.0% | -12.6% |
| 1Y | -24.2% | +10.8% | -35.0% | -26.5% |
| All | -24.2% | +13.3% | -37.5% | -26.5% |
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 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