+2,250.8%
JCI vs FHN
+1,730.5%
+520.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -5.9% | +0.9% | -6.8% | -6.1% |
| 30D | -10.4% | +2.1% | -12.4% | -10.9% |
| 3M | -6.1% | -6.0% | -0.1% | -4.5% |
| 6M | +1.7% | -2.9% | +4.7% | +2.4% |
| YTD | +18.9% | +0.7% | +18.2% | +18.3% |
| 1Y | +16.1% | +11.0% | +5.1% | +12.4% |
| 3Y | +187.8% | +130.3% | +57.5% | +125.5% |
| 5Y | +103.2% | +61.3% | +41.9% | +65.7% |
| 10Y | +288.2% | +89.6% | +198.6% | +183.3% |
| All | +2,250.8% | +1,730.5% | +520.3% | +669.0% |
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