+307.6%
JCI vs FHN
+90.7%
+217.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +2.9% | -0.9% | +3.8% | +3.3% |
| 30D | -6.9% | +2.0% | -9.0% | -7.6% |
| 3M | -6.3% | -6.8% | +0.5% | -4.2% |
| 6M | +2.6% | -0.8% | +3.3% | +2.6% |
| YTD | +21.8% | +0.6% | +21.2% | +21.1% |
| 1Y | +19.6% | +11.5% | +8.1% | +14.8% |
| 3Y | +194.9% | +130.0% | +65.0% | +121.3% |
| 5Y | +108.1% | +60.8% | +47.4% | +62.2% |
| 10Y | +307.6% | +84.0% | +223.7% | +179.1% |
| All | +307.6% | +90.7% | +217.0% | +179.1% |
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