+409.8%
JBL vs FHN
+90.1%
+319.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | -7.5% | -2.6% | -4.9% | -6.8% |
| 3M | -14.1% | 0.0% | -14.1% | -14.1% |
| 6M | +25.9% | +9.2% | +16.6% | +22.9% |
| YTD | +36.7% | +4.3% | +32.3% | +35.1% |
| 1Y | +49.0% | +10.8% | +38.2% | +44.7% |
| 3Y | +191.8% | +130.7% | +61.1% | +146.2% |
| 5Y | +409.8% | +87.4% | +322.4% | +316.0% |
| All | +409.8% | +90.1% | +319.7% | +316.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling