+41,936.4%
JBL vs FHN
+564.4%
+41,372.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +3.0% | +1.2% | +1.8% | +2.5% |
| 30D | -8.3% | -4.7% | -3.6% | -6.5% |
| 3M | -16.9% | +3.5% | -20.5% | -18.1% |
| 6M | +21.8% | +7.8% | +13.9% | +18.3% |
| YTD | +36.3% | +5.9% | +30.4% | +33.3% |
| 1Y | +49.5% | +12.5% | +37.0% | +42.0% |
| 3Y | +170.6% | +117.2% | +53.4% | +94.8% |
| 5Y | +408.4% | +86.5% | +321.8% | +254.1% |
| 10Y | +1,450.4% | +125.7% | +1,324.7% | +828.8% |
| All | +41,936.4% | +564.4% | +41,372.0% | +17,578.3% |
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