+2,357.9%
JHX vs FHN
+60.6%
+2,297.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.5% |
| 7D | +4.5% | +2.7% | +1.9% | +3.8% |
| 30D | -1.2% | -3.1% | +1.9% | -0.4% |
| 3M | +32.8% | +2.3% | +30.4% | +31.9% |
| 6M | +41.2% | +9.7% | +31.4% | +38.0% |
| YTD | +43.9% | +4.7% | +39.2% | +42.2% |
| 1Y | +48.0% | +13.8% | +34.3% | +42.7% |
| 3Y | +1.2% | +131.6% | -130.4% | -20.2% |
| 5Y | -22.6% | +91.1% | -113.7% | -39.5% |
| 10Y | +111.5% | +126.6% | -15.2% | +48.6% |
| All | +2,357.9% | +60.6% | +2,297.3% | +1,424.8% |
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 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