+11,000.4%
RY vs FHN
+304.5%
+10,695.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.2% |
| 7D | -0.9% | -1.0% | +0.1% | -0.6% |
| 30D | +5.9% | +0.2% | +5.6% | +5.8% |
| 3M | -4.3% | -9.0% | +4.7% | -1.7% |
| 6M | +12.1% | -6.8% | +18.9% | +14.2% |
| YTD | +20.3% | -1.5% | +21.8% | +20.5% |
| 1Y | +41.0% | +10.9% | +30.1% | +36.6% |
| 3Y | +157.5% | +119.4% | +38.2% | +100.9% |
| 5Y | +123.2% | +57.5% | +65.6% | +80.0% |
| 10Y | +365.7% | +114.1% | +251.6% | +217.5% |
| All | +11,000.4% | +304.5% | +10,695.9% | +4,345.7% |
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 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