+70,808.4%
ROST vs FHN
+1,824.4%
+68,984.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.9% | +1.2% | -0.2% | +0.6% |
| 30D | -8.9% | -4.7% | -4.2% | -7.7% |
| 3M | -0.8% | +3.5% | -4.4% | -1.9% |
| 6M | +8.5% | +7.8% | +0.7% | +6.1% |
| YTD | +28.6% | +5.9% | +22.7% | +26.2% |
| 1Y | +52.3% | +12.5% | +39.9% | +46.4% |
| 3Y | +94.8% | +117.2% | -22.4% | +51.4% |
| 5Y | +110.8% | +86.5% | +24.2% | +60.7% |
| 10Y | +304.5% | +125.7% | +178.8% | +175.5% |
| All | +70,808.4% | +1,824.4% | +68,984.0% | +14,501.5% |
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