-27.9%
JHX vs FHN
+89.3%
-117.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | -4.9% | -0.8% | -4.1% | -4.7% |
| 30D | -9.3% | -2.6% | -6.7% | -8.8% |
| 3M | +28.1% | +0.8% | +27.2% | +27.7% |
| 6M | +35.2% | +9.2% | +26.0% | +32.7% |
| YTD | +35.9% | +5.1% | +30.7% | +34.3% |
| 1Y | +42.5% | +12.2% | +30.3% | +38.6% |
| 3Y | -4.5% | +132.4% | -136.9% | -18.4% |
| All | -27.9% | +89.3% | -117.3% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling