+55.0%
JD vs FHN
+204.3%
-149.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.9% |
| 7D | +7.9% | -0.5% | +8.4% | +8.0% |
| 30D | +4.8% | +1.9% | +2.8% | +4.3% |
| 3M | -13.9% | -6.9% | -7.0% | -12.9% |
| 6M | -5.8% | -3.1% | -2.7% | -5.6% |
| YTD | +2.4% | +0.6% | +1.8% | +1.7% |
| 1Y | -7.5% | +12.4% | -19.9% | -10.2% |
| 3Y | +20.9% | +133.7% | -112.8% | -0.6% |
| 5Y | -58.0% | +61.4% | -119.4% | -64.5% |
| 10Y | +28.9% | +97.9% | -69.0% | -2.2% |
| All | +55.0% | +204.3% | -149.3% | -16.6% |
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 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