+8,947.0%
JNJ vs FHN
+1,718.9%
+7,228.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +4.1% | +1.3% | +2.9% | +3.9% |
| 30D | +14.0% | +2.8% | +11.2% | +13.6% |
| 3M | +9.2% | -8.9% | +18.1% | +10.5% |
| 6M | +27.8% | -0.7% | +28.5% | +27.8% |
| YTD | +39.2% | +0.1% | +39.1% | +38.8% |
| 1Y | +49.1% | +10.4% | +38.7% | +46.8% |
| 3Y | +109.7% | +128.8% | -19.1% | +84.1% |
| 5Y | +97.6% | +61.5% | +36.1% | +76.4% |
| 10Y | +214.1% | +83.0% | +131.1% | +160.8% |
| All | +8,947.0% | +1,718.9% | +7,228.1% | +3,585.1% |
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