+10,266.7%
RTX vs FHN
+1,824.4%
+8,442.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -5.2% | +1.2% | -6.3% | -5.5% |
| 30D | -9.4% | -4.7% | -4.7% | -8.2% |
| 3M | +12.3% | +3.5% | +8.7% | +11.0% |
| 6M | -3.1% | +7.8% | -10.9% | -5.4% |
| YTD | +10.7% | +5.9% | +4.8% | +8.4% |
| 1Y | +28.4% | +12.5% | +15.9% | +23.2% |
| 3Y | +147.1% | +117.2% | +29.9% | +90.5% |
| 5Y | +167.2% | +86.5% | +80.7% | +103.1% |
| 10Y | +274.7% | +125.7% | +149.0% | +156.8% |
| All | +10,266.7% | +1,824.4% | +8,442.3% | +3,684.1% |
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 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