+21.9%
RSG vs FHN
+12.2%
+9.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +1.7% |
| 7D | +5.6% | -2.3% | +7.8% | +5.6% |
| 30D | +16.1% | -0.9% | +17.1% | +16.1% |
| 3M | +20.5% | -11.0% | +31.5% | +20.2% |
| 6M | +22.7% | -5.4% | +28.1% | +22.4% |
| YTD | +18.7% | -1.2% | +19.9% | +18.4% |
| 1Y | +21.9% | +10.5% | +11.4% | +19.8% |
| All | +21.9% | +12.2% | +9.7% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling