+1,127.7%
RSP vs FHN
+13.9%
+1,113.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.8% | +1.2% | -1.9% | -1.1% |
| 30D | -0.3% | -4.7% | +4.4% | +1.0% |
| 3M | +4.3% | +3.5% | +0.7% | +3.1% |
| 6M | +8.8% | +7.8% | +1.0% | +6.2% |
| YTD | +15.3% | +5.9% | +9.4% | +12.9% |
| 1Y | +18.3% | +12.5% | +5.8% | +13.3% |
| 3Y | +52.8% | +117.2% | -64.4% | +17.9% |
| 5Y | +51.7% | +86.5% | -34.8% | +14.7% |
| 10Y | +208.5% | +125.7% | +82.7% | +103.0% |
| All | +1,127.7% | +13.9% | +1,113.8% | +723.2% |
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