+11,448.1%
RY vs FHN
+334.9%
+11,113.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +3.1% | +1.2% | +1.9% | +2.8% |
| 30D | -0.3% | -4.7% | +4.4% | +1.0% |
| 3M | +8.7% | +3.5% | +5.1% | +7.6% |
| 6M | +28.5% | +7.8% | +20.7% | +25.8% |
| YTD | +25.1% | +5.9% | +19.2% | +22.9% |
| 1Y | +46.3% | +12.5% | +33.8% | +40.7% |
| 3Y | +154.9% | +117.2% | +37.7% | +99.2% |
| 5Y | +140.3% | +86.5% | +53.7% | +84.4% |
| 10Y | +377.0% | +125.7% | +251.3% | +220.2% |
| All | +11,448.1% | +334.9% | +11,113.3% | +4,433.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling