+1,994.5%
RSG vs FHN
+80.3%
+1,914.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +0.3% | +1.2% | -0.9% | +0.1% |
| 30D | +7.6% | -4.7% | +12.3% | +8.4% |
| 3M | +7.4% | +3.5% | +3.9% | +6.7% |
| 6M | -3.3% | +7.8% | -11.1% | -4.7% |
| YTD | +6.0% | +5.9% | +0.1% | +4.6% |
| 1Y | -3.7% | +12.5% | -16.1% | -6.2% |
| 3Y | +59.1% | +117.2% | -58.1% | +35.0% |
| 5Y | +89.0% | +86.5% | +2.5% | +58.0% |
| 10Y | +412.5% | +125.7% | +286.8% | +288.1% |
| All | +1,994.5% | +80.3% | +1,914.2% | +1,348.1% |
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