+193.4%
JNJ vs FHN
+129.4%
+63.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -4.3% | -0.8% | -3.5% | -4.3% |
| 30D | +3.0% | -2.6% | +5.7% | +3.3% |
| 3M | +12.2% | +0.8% | +11.4% | +12.1% |
| 6M | +10.5% | +9.2% | +1.2% | +9.4% |
| YTD | +30.8% | +5.1% | +25.7% | +29.9% |
| 1Y | +54.9% | +12.2% | +42.7% | +52.7% |
| 3Y | +80.7% | +132.4% | -51.8% | +62.7% |
| 5Y | +83.4% | +91.1% | -7.7% | +63.7% |
| All | +193.4% | +129.4% | +63.9% | +133.8% |
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 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