+273.8%
RTX vs FHN
+106.3%
+167.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +2.8% |
| 7D | -3.2% | -0.5% | -2.7% | -3.0% |
| 30D | +5.6% | +1.9% | +3.6% | +4.8% |
| 3M | -11.7% | -6.9% | -4.7% | -9.4% |
| 6M | +12.3% | -3.1% | +15.4% | +13.3% |
| YTD | +8.2% | +0.6% | +7.6% | +7.3% |
| 1Y | +12.6% | +12.4% | +0.2% | +7.0% |
| 3Y | +152.8% | +133.7% | +19.1% | +73.6% |
| 5Y | +140.2% | +61.4% | +78.9% | +73.0% |
| 10Y | +273.8% | +97.9% | +175.9% | +105.9% |
| All | +273.8% | +106.3% | +167.5% | +105.9% |
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