-38.2%
TROW vs FHN
+87.6%
-125.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -3.0% | -0.8% | -2.2% | -2.8% |
| 30D | -5.5% | -2.6% | -2.8% | -4.8% |
| 3M | +2.3% | +0.8% | +1.4% | +1.8% |
| 6M | +23.9% | +9.2% | +14.7% | +20.4% |
| YTD | +7.9% | +5.1% | +2.8% | +5.9% |
| 1Y | +6.1% | +12.2% | -6.1% | +1.9% |
| 3Y | +13.8% | +132.4% | -118.6% | -8.0% |
| 5Y | -38.2% | +91.1% | -129.3% | -53.1% |
| All | -38.2% | +87.6% | -125.8% | -53.1% |
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 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