+200.9%
RRX vs FHN
+81.8%
+119.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | +4.3% | +2.1% | +2.2% | +3.4% |
| 30D | +12.3% | +3.8% | +8.5% | +10.4% |
| 3M | +3.7% | -8.9% | +12.6% | +8.0% |
| 6M | -13.9% | +1.8% | -15.7% | -14.9% |
| YTD | +26.5% | +0.6% | +25.9% | +26.2% |
| 1Y | +29.3% | +12.9% | +16.4% | +22.5% |
| 3Y | +65.6% | +126.4% | -60.8% | +16.5% |
| 5Y | +10.6% | +62.3% | -51.7% | -19.1% |
| All | +200.9% | +81.8% | +119.0% | +87.4% |
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 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