+115.0%
JCI vs FHN
+88.9%
+26.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | +5.1% | +2.7% | +2.4% | +4.4% |
| 30D | -3.8% | -3.1% | -0.7% | -3.1% |
| 3M | +1.9% | +2.3% | -0.5% | +1.2% |
| 6M | +11.2% | +9.7% | +1.5% | +8.5% |
| YTD | +22.9% | +4.7% | +18.2% | +21.3% |
| 1Y | +37.4% | +13.8% | +23.6% | +32.2% |
| 3Y | +167.8% | +131.6% | +36.3% | +124.7% |
| 5Y | +115.0% | +91.1% | +23.9% | +74.6% |
| All | +115.0% | +88.9% | +26.1% | +74.6% |
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