+210.3%
RSP vs FHN
+80.9%
+129.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +1.8% | +1.3% | +0.5% | +1.4% |
| 30D | +3.5% | +2.8% | +0.7% | +2.7% |
| 3M | +0.2% | -8.9% | +9.1% | +2.9% |
| 6M | +9.1% | -0.7% | +9.8% | +9.2% |
| YTD | +16.6% | +0.1% | +16.5% | +16.1% |
| 1Y | +17.9% | +10.4% | +7.5% | +13.9% |
| 3Y | +64.6% | +128.8% | -64.2% | +25.2% |
| 5Y | +48.4% | +61.5% | -13.1% | +16.9% |
| All | +210.3% | +80.9% | +129.4% | +109.5% |
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