+41.5%
RUN vs FHN
+129.4%
-88.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.7% | -2.3% |
| 7D | -3.4% | -0.8% | -2.6% | -3.0% |
| 30D | -14.0% | -2.6% | -11.3% | -12.9% |
| 3M | -27.5% | +0.8% | -28.3% | -27.8% |
| 6M | -29.0% | +9.2% | -38.2% | -32.1% |
| YTD | -53.1% | +5.1% | -58.2% | -53.8% |
| 1Y | -46.7% | +12.2% | -58.9% | -49.4% |
| 3Y | -38.3% | +132.4% | -170.7% | -61.6% |
| 5Y | -80.7% | +91.1% | -171.8% | -87.5% |
| All | +41.5% | +129.4% | -88.0% | -23.0% |
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