+112.7%
ROST vs FHN
+60.9%
+51.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +3.2% | +0.9% | +2.3% | +3.1% |
| 30D | +7.4% | +2.1% | +5.4% | +7.1% |
| 3M | -6.1% | -6.0% | -0.1% | -5.1% |
| 6M | +6.2% | -2.9% | +9.2% | +6.6% |
| YTD | +33.4% | +0.7% | +32.7% | +33.1% |
| 1Y | +48.8% | +11.0% | +37.8% | +46.2% |
| 3Y | +99.5% | +130.3% | -30.7% | +76.0% |
| 5Y | +112.7% | +61.3% | +51.4% | +89.2% |
| All | +112.7% | +60.9% | +51.8% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling