+8,682.5%
JNJ vs FHN
+1,824.4%
+6,858.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | +2.7% | +1.2% | +1.5% | +2.5% |
| 30D | +7.4% | -4.7% | +12.1% | +8.0% |
| 3M | +21.2% | +3.5% | +17.7% | +20.6% |
| 6M | +13.4% | +7.8% | +5.6% | +12.2% |
| YTD | +35.1% | +5.9% | +29.3% | +33.8% |
| 1Y | +57.4% | +12.5% | +45.0% | +54.3% |
| 3Y | +86.8% | +117.2% | -30.4% | +65.0% |
| 5Y | +80.8% | +86.5% | -5.7% | +58.0% |
| 10Y | +202.7% | +125.7% | +77.0% | +143.9% |
| All | +8,682.5% | +1,824.4% | +6,858.0% | +3,451.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling