+1,055.9%
IJH vs FHN
+176.5%
+879.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -0.7% | 0.0% | -0.8% | -0.7% |
| 30D | -3.8% | -2.6% | -1.3% | -3.1% |
| 3M | 0.0% | 0.0% | 0.0% | -0.1% |
| 6M | +8.8% | +9.2% | -0.5% | +5.6% |
| YTD | +13.5% | +4.3% | +9.2% | +11.7% |
| 1Y | +15.4% | +10.8% | +4.7% | +11.0% |
| 3Y | +50.9% | +130.7% | -79.8% | +13.5% |
| 5Y | +47.8% | +87.4% | -39.6% | +11.2% |
| 10Y | +183.1% | +126.9% | +56.2% | +87.5% |
| All | +1,055.9% | +176.5% | +879.3% | +527.3% |
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