+17.6%
JD vs FHN
+126.5%
-108.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | -0.8% | +2.7% | -3.5% | -1.2% |
| 30D | -16.0% | -3.1% | -12.9% | -15.7% |
| 3M | -3.2% | +2.3% | -5.5% | -3.7% |
| 6M | +6.1% | +9.7% | -3.7% | +4.2% |
| YTD | -0.1% | +4.7% | -4.8% | -1.2% |
| 1Y | -12.7% | +13.8% | -26.5% | -15.0% |
| 3Y | -6.3% | +131.6% | -137.9% | -19.9% |
| 5Y | -61.3% | +91.1% | -152.5% | -67.2% |
| 10Y | +17.6% | +126.6% | -109.0% | -4.3% |
| All | +17.6% | +126.5% | -108.9% | -4.3% |
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 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