+1,143.3%
RSP vs FHN
+8.2%
+1,135.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.1% | +1.6% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | +3.7% | +1.9% | +1.8% | +3.1% |
| 3M | +0.8% | -6.9% | +7.7% | +2.8% |
| 6M | +9.1% | -3.1% | +12.2% | +9.9% |
| YTD | +16.7% | +0.6% | +16.1% | +16.0% |
| 1Y | +19.7% | +12.4% | +7.3% | +15.1% |
| 3Y | +66.7% | +133.7% | -67.0% | +26.1% |
| 5Y | +48.7% | +61.4% | -12.7% | +17.7% |
| 10Y | +215.6% | +97.9% | +117.7% | +116.2% |
| All | +1,143.3% | +8.2% | +1,135.1% | +746.2% |
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