+24,936.4%
ROP vs FHN
+791.8%
+24,144.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -4.4% | +1.2% | -5.6% | -4.7% |
| 30D | +3.2% | -4.7% | +7.9% | +4.4% |
| 3M | +23.1% | +3.5% | +19.5% | +21.8% |
| 6M | +13.3% | +7.8% | +5.5% | +10.7% |
| YTD | -7.9% | +5.9% | -13.7% | -9.7% |
| 1Y | -22.1% | +12.5% | -34.5% | -25.0% |
| 3Y | -16.8% | +117.2% | -134.0% | -34.4% |
| 5Y | -13.5% | +86.5% | -100.1% | -33.4% |
| 10Y | +137.7% | +125.7% | +12.0% | +58.8% |
| All | +24,936.4% | +791.8% | +24,144.6% | +10,186.5% |
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