+275.2%
RTX vs FHN
+126.5%
+148.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -3.1% | +2.7% | -5.8% | -4.0% |
| 30D | -10.6% | -3.1% | -7.5% | -9.6% |
| 3M | +11.6% | +2.3% | +9.3% | +10.5% |
| 6M | -4.5% | +9.7% | -14.2% | -7.9% |
| YTD | +9.6% | +4.7% | +4.8% | +7.1% |
| 1Y | +30.8% | +13.8% | +17.1% | +23.4% |
| 3Y | +152.8% | +131.6% | +21.3% | +74.3% |
| 5Y | +167.1% | +91.1% | +76.0% | +77.5% |
| 10Y | +275.2% | +126.6% | +148.5% | +94.1% |
| All | +275.2% | +126.5% | +148.7% | +94.1% |
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 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