+348.6%
RY vs FHN
+81.8%
+266.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +0.6% | +2.1% | -1.6% | 0.0% |
| 30D | +5.0% | +3.8% | +1.2% | +4.0% |
| 3M | -5.3% | -8.9% | +3.6% | -2.8% |
| 6M | +13.8% | +1.8% | +12.0% | +13.2% |
| YTD | +21.0% | +0.6% | +20.4% | +20.5% |
| 1Y | +40.5% | +12.9% | +27.6% | +35.4% |
| 3Y | +159.7% | +126.4% | +33.3% | +99.8% |
| 5Y | +124.3% | +62.3% | +62.0% | +77.7% |
| All | +348.6% | +81.8% | +266.8% | +200.3% |
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