+2,307.7%
JCI vs FHN
+1,824.4%
+483.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +3.8% | +1.2% | +2.7% | +3.5% |
| 30D | -5.7% | -4.7% | -1.0% | -4.4% |
| 3M | -1.4% | +3.5% | -4.9% | -2.4% |
| 6M | +4.1% | +7.8% | -3.7% | +1.9% |
| YTD | +21.7% | +5.9% | +15.9% | +19.6% |
| 1Y | +36.1% | +12.5% | +23.7% | +31.0% |
| 3Y | +154.4% | +117.2% | +37.2% | +102.2% |
| 5Y | +112.0% | +86.5% | +25.5% | +65.8% |
| 10Y | +322.2% | +125.7% | +196.5% | +194.0% |
| All | +2,307.7% | +1,824.4% | +483.3% | +677.3% |
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