+34,313.4%
JBL vs FHN
+531.2%
+33,782.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | +6.3% | +2.1% | +4.2% | +5.5% |
| 30D | -13.5% | +3.8% | -17.3% | -14.8% |
| 3M | -31.3% | -8.9% | -22.4% | -28.8% |
| 6M | -28.4% | +1.8% | -30.2% | -29.1% |
| YTD | +11.6% | +0.6% | +11.0% | +11.2% |
| 1Y | +26.1% | +12.9% | +13.2% | +20.1% |
| 3Y | +97.4% | +126.4% | -29.0% | +40.1% |
| 5Y | +301.0% | +62.3% | +238.7% | +196.0% |
| 10Y | +1,151.1% | +84.0% | +1,067.1% | +713.4% |
| All | +34,313.4% | +531.2% | +33,782.2% | +14,652.8% |
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