+49.5%
JBL vs FHN
+13.2%
+36.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +3.0% | +1.2% | +1.8% | +2.4% |
| 30D | -8.3% | -4.7% | -3.6% | -6.1% |
| 3M | -16.9% | +3.5% | -20.5% | -18.3% |
| 6M | +21.8% | +7.8% | +13.9% | +17.2% |
| YTD | +36.3% | +5.9% | +30.4% | +32.6% |
| 1Y | +49.5% | +12.5% | +37.0% | +44.6% |
| All | +49.5% | +13.2% | +36.3% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling