+49.6%
JNJ vs FHN
+11.9%
+37.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.2% |
| 3M | +9.6% | -8.9% | +18.5% | +10.2% |
| 6M | +25.3% | +1.8% | +23.5% | +25.6% |
| YTD | +40.3% | +0.6% | +39.7% | +39.8% |
| 1Y | +49.6% | +12.9% | +36.7% | +46.6% |
| All | +49.6% | +11.9% | +37.8% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling