+53.0%
RSP vs FHN
+86.2%
-33.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.8% | +1.2% | -1.9% | -1.0% |
| 30D | -0.3% | -4.7% | +4.4% | +0.6% |
| 3M | +4.3% | +3.5% | +0.7% | +3.5% |
| 6M | +8.8% | +7.8% | +1.0% | +7.1% |
| YTD | +15.3% | +5.9% | +9.4% | +13.7% |
| 1Y | +18.3% | +12.5% | +5.8% | +15.0% |
| 3Y | +52.8% | +117.2% | -64.4% | +32.0% |
| All | +53.0% | +86.2% | -33.2% | +28.1% |
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 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