+33.0%
RTX vs FHN
+13.7%
+19.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -3.1% | +2.7% | -5.8% | -3.6% |
| 30D | -10.6% | -3.1% | -7.5% | -10.0% |
| 3M | +11.6% | +2.3% | +9.3% | +10.9% |
| 6M | -4.5% | +9.7% | -14.2% | -6.3% |
| YTD | +9.6% | +4.7% | +4.8% | +8.1% |
| All | +33.0% | +13.7% | +19.3% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling