+82.7%
JNJ vs FHN
+90.1%
-7.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | +2.5% | -2.6% | +5.1% | +2.6% |
| 3M | +13.2% | 0.0% | +13.2% | +13.2% |
| 6M | +11.3% | +9.2% | +2.0% | +10.9% |
| YTD | +31.1% | +4.3% | +26.8% | +30.9% |
| 1Y | +54.3% | +10.8% | +43.6% | +53.6% |
| 3Y | +81.1% | +130.7% | -49.6% | +74.7% |
| 5Y | +82.7% | +87.4% | -4.6% | +75.8% |
| All | +82.7% | +90.1% | -7.3% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling