+585.7%
JPM vs FHN
+129.4%
+456.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.7% |
| 7D | -2.3% | -0.8% | -1.5% | -2.0% |
| 30D | -2.3% | -2.6% | +0.3% | -1.2% |
| 3M | +14.9% | +0.8% | +14.0% | +14.2% |
| 6M | +23.6% | +9.2% | +14.4% | +18.4% |
| YTD | +11.3% | +5.1% | +6.2% | +8.4% |
| 1Y | +19.9% | +12.2% | +7.7% | +12.6% |
| 3Y | +162.6% | +132.4% | +30.2% | +71.9% |
| 5Y | +154.6% | +91.1% | +63.5% | +58.1% |
| All | +585.7% | +129.4% | +456.2% | +248.3% |
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 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