+302.7%
ROST vs FHN
+129.4%
+173.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -2.5% | -0.8% | -1.7% | -2.2% |
| 30D | -10.3% | -2.6% | -7.6% | -9.6% |
| 3M | -2.6% | +0.8% | -3.4% | -3.0% |
| 6M | +6.5% | +9.2% | -2.7% | +3.4% |
| YTD | +25.9% | +5.1% | +20.8% | +23.4% |
| 1Y | +52.3% | +12.2% | +40.1% | +45.6% |
| 3Y | +94.6% | +132.4% | -37.9% | +40.8% |
| 5Y | +111.1% | +91.1% | +20.0% | +48.0% |
| All | +302.7% | +129.4% | +173.3% | +136.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling