+78.3%
JNJ vs FHN
+130.7%
-52.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.1% |
| 3M | +12.2% | +0.8% | +11.4% | +12.2% |
| 6M | +10.5% | +9.2% | +1.2% | +10.1% |
| YTD | +30.8% | +5.1% | +25.7% | +30.4% |
| 1Y | +54.9% | +12.2% | +42.7% | +54.1% |
| All | +78.3% | +130.7% | -52.3% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling