+6.9%
RRX vs FHN
+134.1%
-127.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.2% |
| 7D | +4.3% | +2.7% | +1.6% | +2.6% |
| 30D | -8.0% | -3.1% | -4.9% | -6.2% |
| 3M | -22.0% | +2.3% | -24.4% | -23.5% |
| 6M | -11.9% | +9.7% | -21.6% | -16.7% |
| YTD | +17.1% | +4.7% | +12.4% | +13.6% |
| 1Y | +14.9% | +13.8% | +1.1% | +5.2% |
| 3Y | +6.9% | +131.6% | -124.7% | -23.5% |
| All | +6.9% | +134.1% | -127.3% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling