+2,236.3%
RSG vs FHN
+71.5%
+2,164.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.0% | +0.9% | +1.1% | +1.8% |
| 30D | +14.2% | +2.1% | +12.1% | +13.7% |
| 3M | +15.8% | -6.0% | +21.7% | +16.9% |
| 6M | +24.6% | -2.9% | +27.5% | +25.0% |
| YTD | +18.2% | +0.7% | +17.5% | +17.6% |
| 1Y | +22.8% | +11.0% | +11.8% | +19.9% |
| 3Y | +62.4% | +130.3% | -67.9% | +36.5% |
| 5Y | +96.0% | +61.3% | +34.8% | +68.6% |
| 10Y | +448.5% | +89.6% | +358.9% | +328.9% |
| All | +2,236.3% | +71.5% | +2,164.8% | +1,528.7% |
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