+112.0%
ROST vs FHN
+88.9%
+23.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +0.2% | +2.7% | -2.4% | -0.2% |
| 30D | -10.0% | -3.1% | -6.9% | -9.5% |
| 3M | +1.2% | +2.3% | -1.1% | +0.7% |
| 6M | +8.9% | +9.7% | -0.8% | +7.2% |
| YTD | +28.1% | +4.7% | +23.3% | +26.9% |
| 1Y | +53.0% | +13.8% | +39.2% | +49.3% |
| 3Y | +97.9% | +131.6% | -33.7% | +72.7% |
| 5Y | +112.0% | +91.1% | +20.8% | +71.4% |
| All | +112.0% | +88.9% | +23.1% | +71.4% |
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