+91.1%
FHN vs JAAA
+26.8%
+64.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -2.6% | +0.4% | -3.1% | -3.4% |
| 3M | +0.8% | +1.2% | -0.4% | -1.2% |
| 6M | +9.2% | +2.7% | +6.6% | +4.4% |
| YTD | +5.1% | +3.2% | +1.9% | -0.2% |
| 1Y | +12.2% | +4.8% | +7.4% | +4.0% |
| 3Y | +132.4% | +19.0% | +113.4% | +123.1% |
| 5Y | +91.1% | +26.8% | +64.3% | +91.4% |
| All | +91.1% | +26.8% | +64.3% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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