+99.1%
RSG vs FHN
+61.2%
+37.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +2.5% | +2.1% | +0.4% | +2.4% |
| 30D | +12.7% | +3.8% | +8.9% | +12.5% |
| 3M | +17.9% | -8.9% | +26.9% | +18.4% |
| 6M | +25.0% | +1.8% | +23.2% | +24.8% |
| YTD | +20.8% | +0.6% | +20.2% | +20.6% |
| 1Y | +24.3% | +12.9% | +11.3% | +23.3% |
| 3Y | +65.3% | +126.4% | -61.1% | +58.6% |
| All | +99.1% | +61.2% | +37.9% | +91.2% |
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