+71,250.4%
ROST vs FHN
+1,728.2%
+69,522.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.5% |
| 7D | +0.3% | +2.1% | -1.9% | -0.3% |
| 30D | +0.5% | +3.8% | -3.3% | -0.5% |
| 3M | -5.2% | -8.9% | +3.7% | -2.8% |
| 6M | +9.8% | +1.8% | +8.0% | +9.1% |
| YTD | +29.4% | +0.6% | +28.8% | +28.8% |
| 1Y | +44.4% | +12.9% | +31.4% | +39.0% |
| 3Y | +95.0% | +126.4% | -31.4% | +50.1% |
| 5Y | +111.9% | +62.3% | +49.6% | +68.4% |
| 10Y | +301.2% | +84.0% | +217.3% | +189.2% |
| All | +71,250.4% | +1,728.2% | +69,522.2% | +14,802.1% |
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