+14,278.0%
TROW vs FHN
+1,803.6%
+12,474.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | +0.4% | +2.7% | -2.3% | -0.8% |
| 30D | -4.0% | -3.1% | -0.9% | -2.8% |
| 3M | +5.0% | +2.3% | +2.7% | +3.6% |
| 6M | +24.3% | +9.7% | +14.6% | +18.6% |
| YTD | +9.8% | +4.7% | +5.0% | +6.8% |
| 1Y | +6.4% | +13.8% | -7.3% | -0.9% |
| 3Y | +15.8% | +131.6% | -115.8% | -24.0% |
| 5Y | -37.3% | +91.1% | -128.4% | -59.8% |
| 10Y | +130.6% | +126.6% | +4.0% | +19.6% |
| All | +14,278.0% | +1,803.6% | +12,474.4% | +2,909.6% |
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 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