+175.9%
FHN vs JAAA
+30.3%
+145.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.4% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +3.8% | +0.4% | +3.4% | +3.1% |
| 3M | -8.9% | +1.2% | -10.1% | -10.7% |
| 6M | +1.8% | +2.3% | -0.5% | -2.0% |
| YTD | +0.6% | +4.0% | -3.4% | -5.6% |
| 1Y | +12.9% | +4.8% | +8.1% | +4.7% |
| 3Y | +126.4% | +18.4% | +107.9% | +108.3% |
| 5Y | +62.3% | +27.5% | +34.8% | +56.9% |
| All | +175.9% | +30.3% | +145.7% | +141.2% |
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