+465.0%
JPM vs FHN
+81.8%
+383.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | +3.5% | +2.1% | +1.4% | +2.5% |
| 30D | +3.3% | +3.8% | -0.5% | +1.5% |
| 3M | -4.2% | -8.9% | +4.8% | +0.1% |
| 6M | +16.4% | +1.8% | +14.6% | +15.3% |
| YTD | +9.5% | +0.6% | +8.9% | +9.0% |
| 1Y | +14.0% | +12.9% | +1.1% | +7.4% |
| 3Y | +153.1% | +126.4% | +26.7% | +68.8% |
| 5Y | +134.9% | +62.3% | +72.6% | +60.7% |
| All | +465.0% | +81.8% | +383.1% | +228.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling