+80.3%
RPRX vs FHN
+170.6%
-90.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +3.6% | -0.9% | +4.5% | +3.7% |
| 30D | +21.2% | +2.0% | +19.1% | +20.9% |
| 3M | +21.6% | -6.8% | +28.5% | +22.4% |
| 6M | +36.7% | -0.8% | +37.5% | +36.6% |
| YTD | +83.7% | +0.6% | +83.1% | +83.2% |
| 1Y | +83.2% | +11.5% | +71.7% | +80.8% |
| 3Y | +177.7% | +130.0% | +47.7% | +152.0% |
| 5Y | +95.8% | +60.8% | +35.0% | +81.9% |
| All | +80.3% | +170.6% | -90.2% | +62.5% |
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 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