+14.9%
RRX vs FHN
+87.6%
-72.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.7% | -2.2% |
| 7D | -3.7% | -0.8% | -2.9% | -3.5% |
| 30D | -9.3% | -2.6% | -6.7% | -8.4% |
| 3M | -21.8% | +0.8% | -22.6% | -22.2% |
| 6M | -22.0% | +9.2% | -31.2% | -24.4% |
| YTD | +11.9% | +5.1% | +6.8% | +10.0% |
| 1Y | +11.6% | +12.2% | -0.6% | +6.8% |
| 3Y | +2.2% | +132.4% | -130.2% | -19.0% |
| 5Y | +14.9% | +91.1% | -76.2% | -14.5% |
| All | +14.9% | +87.6% | -72.8% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling