+373.9%
RY vs FHN
+126.5%
+247.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | +2.7% | +2.7% | 0.0% | +2.0% |
| 30D | -1.0% | -3.1% | +2.1% | -0.1% |
| 3M | +7.6% | +2.3% | +5.3% | +6.9% |
| 6M | +29.5% | +9.7% | +19.7% | +26.1% |
| YTD | +24.2% | +4.7% | +19.4% | +22.3% |
| 1Y | +46.4% | +13.8% | +32.6% | +40.4% |
| 3Y | +159.4% | +131.6% | +27.9% | +98.5% |
| 5Y | +141.8% | +91.1% | +50.7% | +81.4% |
| 10Y | +373.9% | +126.6% | +247.2% | +195.7% |
| All | +373.9% | +126.5% | +247.4% | +195.7% |
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