+191.9%
JBL vs FHN
+129.8%
+62.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +1.1% |
| 7D | +4.4% | +2.7% | +1.7% | +3.1% |
| 30D | -8.4% | -3.1% | -5.3% | -7.0% |
| 3M | -14.2% | +2.3% | -16.5% | -15.2% |
| 6M | +29.6% | +9.7% | +19.9% | +24.2% |
| YTD | +37.1% | +4.7% | +32.3% | +34.1% |
| 1Y | +49.5% | +13.8% | +35.7% | +40.2% |
| All | +191.9% | +129.8% | +62.1% | +136.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling