+3,874.2%
RRX vs FHN
+1,824.4%
+2,049.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +3.4% | +1.2% | +2.3% | +3.0% |
| 30D | -11.1% | -4.7% | -6.4% | -9.7% |
| 3M | -23.7% | +3.5% | -27.3% | -24.7% |
| 6M | -22.0% | +7.8% | -29.8% | -23.7% |
| YTD | +16.5% | +5.9% | +10.6% | +14.5% |
| 1Y | +11.5% | +12.5% | -1.0% | +7.1% |
| 3Y | +1.5% | +117.2% | -115.7% | -21.3% |
| 5Y | +18.3% | +86.5% | -68.3% | -9.4% |
| 10Y | +209.8% | +125.7% | +84.1% | +113.1% |
| All | +3,874.2% | +1,824.4% | +2,049.7% | +1,605.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling