+221.6%
JNJ vs FHN
+81.8%
+139.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +3.5% | +2.1% | +1.3% | +3.2% |
| 30D | +12.5% | +3.8% | +8.7% | +12.1% |
| 3M | +9.6% | -8.9% | +18.5% | +10.6% |
| 6M | +25.3% | +1.8% | +23.5% | +25.1% |
| YTD | +40.3% | +0.6% | +39.7% | +40.0% |
| 1Y | +49.6% | +12.9% | +36.7% | +47.6% |
| 3Y | +110.8% | +126.4% | -15.6% | +90.6% |
| 5Y | +99.1% | +62.3% | +36.8% | +82.0% |
| All | +221.6% | +81.8% | +139.8% | +181.0% |
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