+1,447.0%
JBL vs FHN
+129.4%
+1,317.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.1% |
| 7D | -1.0% | -0.8% | -0.2% | -0.7% |
| 30D | -15.1% | -2.6% | -12.4% | -14.1% |
| 3M | -14.0% | +0.8% | -14.9% | -14.4% |
| 6M | +20.6% | +9.2% | +11.4% | +16.4% |
| YTD | +32.9% | +5.1% | +27.8% | +30.2% |
| 1Y | +40.5% | +12.2% | +28.3% | +33.5% |
| 3Y | +183.7% | +132.4% | +51.3% | +98.7% |
| 5Y | +388.3% | +91.1% | +297.3% | +229.1% |
| All | +1,447.0% | +129.4% | +1,317.5% | +753.9% |
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