+46.7%
RY vs FHN
+14.6%
+32.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.4% | +2.4% |
| 7D | +2.5% | +2.3% | +0.2% | +1.6% |
| 30D | +8.4% | +1.6% | +6.8% | +7.7% |
| 3M | +1.2% | -8.4% | +9.6% | +4.4% |
| 6M | +19.4% | -2.3% | +21.6% | +20.1% |
| YTD | +25.4% | +1.5% | +23.9% | +24.2% |
| 1Y | +46.7% | +15.0% | +31.7% | +41.8% |
| All | +46.7% | +14.6% | +32.1% | +41.8% |
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