+65.6%
RRX vs FHN
+131.2%
-65.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.6% |
| 7D | +4.3% | +2.1% | +2.2% | +2.9% |
| 30D | +12.3% | +3.8% | +8.5% | +9.4% |
| 3M | +3.7% | -8.9% | +12.6% | +10.2% |
| 6M | -13.9% | +1.8% | -15.7% | -15.6% |
| YTD | +26.5% | +0.6% | +25.9% | +25.4% |
| 1Y | +29.3% | +12.9% | +16.4% | +18.7% |
| 3Y | +65.6% | +126.4% | -60.8% | 0.0% |
| All | +65.6% | +131.2% | -65.7% | 0.0% |
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