-6.4%
JD vs FHN
+11.9%
-18.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.4% |
| 7D | +7.9% | -0.5% | +8.4% | +7.9% |
| 30D | +4.8% | +1.9% | +2.8% | +4.8% |
| 3M | -13.9% | -6.9% | -7.0% | -14.1% |
| 6M | -5.8% | -3.1% | -2.7% | -6.1% |
| YTD | +2.4% | +0.6% | +1.8% | +1.6% |
| All | -6.4% | +11.9% | -18.3% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling