+141.9%
RY vs FHN
+86.2%
+55.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +3.1% | +1.2% | +1.9% | +2.9% |
| 30D | -0.3% | -4.7% | +4.4% | +0.5% |
| 3M | +8.7% | +3.5% | +5.1% | +8.0% |
| 6M | +28.5% | +7.8% | +20.7% | +26.8% |
| YTD | +25.1% | +5.9% | +19.2% | +23.7% |
| 1Y | +46.3% | +12.5% | +33.8% | +42.9% |
| 3Y | +154.9% | +117.2% | +37.7% | +120.7% |
| All | +141.9% | +86.2% | +55.7% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling