+190.5%
FHN vs JAAA
+29.3%
+161.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +1.2% | +0.2% | +1.0% | +0.9% |
| 30D | -4.7% | +0.5% | -5.2% | -5.5% |
| 3M | +3.5% | +1.3% | +2.3% | +1.4% |
| 6M | +7.8% | +2.7% | +5.2% | +3.2% |
| YTD | +5.9% | +3.2% | +2.7% | +0.6% |
| 1Y | +12.5% | +4.9% | +7.6% | +4.3% |
| 3Y | +117.2% | +19.0% | +98.2% | +104.2% |
| 5Y | +86.5% | +26.8% | +59.7% | +82.2% |
| All | +190.5% | +29.3% | +161.2% | +157.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling