+179.3%
IJH vs FHN
+128.3%
+51.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -1.9% | -1.2% | -0.7% | -1.4% |
| 30D | -4.6% | -4.8% | +0.2% | -3.0% |
| 3M | -1.2% | -0.7% | -0.4% | -1.0% |
| 6M | +9.4% | +10.6% | -1.2% | +5.3% |
| YTD | +13.3% | +4.6% | +8.7% | +11.1% |
| 1Y | +13.4% | +11.4% | +2.0% | +8.2% |
| 3Y | +50.4% | +132.3% | -81.8% | +8.3% |
| 5Y | +49.0% | +90.2% | -41.2% | +5.2% |
| All | +179.3% | +128.3% | +51.0% | +65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling