+204.4%
RSP vs FHN
+126.5%
+77.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.7% |
| 7D | -0.4% | +2.7% | -3.1% | -1.2% |
| 30D | -1.5% | -3.1% | +1.6% | -0.7% |
| 3M | +4.8% | +2.3% | +2.5% | +4.0% |
| 6M | +10.3% | +9.7% | +0.5% | +7.1% |
| YTD | +14.1% | +4.7% | +9.3% | +12.1% |
| 1Y | +17.0% | +13.8% | +3.3% | +11.8% |
| 3Y | +54.2% | +131.6% | -77.4% | +16.8% |
| 5Y | +51.5% | +91.1% | -39.6% | +12.3% |
| 10Y | +204.4% | +126.6% | +77.8% | +89.6% |
| All | +204.4% | +126.5% | +77.9% | +89.6% |
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