+354.3%
RY vs FHN
+90.7%
+263.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -3.0% | -0.9% | -2.1% | -2.7% |
| 30D | +6.3% | +2.0% | +4.2% | +5.7% |
| 3M | -2.6% | -6.8% | +4.2% | -0.6% |
| 6M | +13.9% | -0.8% | +14.7% | +14.1% |
| YTD | +21.7% | +0.6% | +21.1% | +21.2% |
| 1Y | +40.4% | +11.5% | +28.9% | +35.9% |
| 3Y | +161.3% | +130.0% | +31.3% | +100.2% |
| 5Y | +126.5% | +60.8% | +65.7% | +80.0% |
| 10Y | +354.3% | +84.0% | +270.4% | +204.1% |
| All | +354.3% | +90.7% | +263.7% | +204.1% |
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 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