+417.0%
RSG vs FHN
+129.4%
+287.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.7% |
| 7D | -1.8% | -0.8% | -1.0% | -1.7% |
| 30D | +2.8% | -2.6% | +5.4% | +3.2% |
| 3M | +4.3% | +0.8% | +3.4% | +4.1% |
| 6M | -0.5% | +9.2% | -9.8% | -2.1% |
| YTD | +5.2% | +5.1% | +0.1% | +4.0% |
| 1Y | -2.1% | +12.2% | -14.3% | -4.5% |
| 3Y | +56.5% | +132.4% | -75.9% | +32.2% |
| 5Y | +89.5% | +91.1% | -1.6% | +57.2% |
| All | +417.0% | +129.4% | +287.5% | +271.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling