+101.6%
JHX vs FHN
+128.3%
-26.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -6.3% | -1.2% | -5.1% | -5.9% |
| 30D | -7.7% | -4.8% | -3.0% | -6.2% |
| 3M | +19.2% | -0.7% | +19.9% | +19.3% |
| 6M | +38.3% | +10.6% | +27.7% | +34.0% |
| YTD | +37.2% | +4.6% | +32.6% | +35.2% |
| 1Y | +42.3% | +11.4% | +30.9% | +36.8% |
| 3Y | -4.4% | +132.3% | -136.7% | -29.3% |
| 5Y | -26.4% | +90.2% | -116.5% | -47.1% |
| All | +101.6% | +128.3% | -26.7% | +18.1% |
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