+1,115.8%
RSP vs FHN
+5.9%
+1,109.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -1.0% | -1.0% | 0.0% | -0.7% |
| 30D | +2.6% | +0.2% | +2.4% | +2.5% |
| 3M | -0.8% | -9.0% | +8.2% | +1.9% |
| 6M | +6.3% | -6.8% | +13.1% | +8.3% |
| YTD | +14.1% | -1.5% | +15.6% | +14.2% |
| 1Y | +18.0% | +10.9% | +7.1% | +13.9% |
| 3Y | +61.0% | +119.4% | -58.3% | +24.1% |
| 5Y | +45.6% | +57.5% | -11.9% | +16.1% |
| 10Y | +220.2% | +114.1% | +106.0% | +114.1% |
| All | +1,115.8% | +5.9% | +1,109.8% | +732.5% |
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 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