-4.4%
JHX vs FHN
+128.0%
-132.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | -6.3% | -1.9% | -4.4% | -5.6% |
| 30D | -7.7% | -5.4% | -2.3% | -5.7% |
| 3M | +19.2% | -1.4% | +20.6% | +19.6% |
| 6M | +38.3% | +9.9% | +28.4% | +33.6% |
| YTD | +37.2% | +3.9% | +33.3% | +34.9% |
| 1Y | +42.3% | +10.6% | +31.7% | +36.1% |
| 3Y | -4.4% | +130.7% | -135.1% | -30.6% |
| All | -4.4% | +128.0% | -132.4% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling