+152.8%
JPM vs FHN
+88.9%
+63.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | -0.4% | +2.7% | -3.1% | -1.2% |
| 30D | -1.1% | -3.1% | +2.0% | -0.2% |
| 3M | +14.1% | +2.3% | +11.8% | +13.3% |
| 6M | +23.3% | +9.7% | +13.6% | +20.0% |
| YTD | +11.3% | +4.7% | +6.5% | +9.7% |
| 1Y | +23.0% | +13.8% | +9.2% | +18.2% |
| 3Y | +162.6% | +131.6% | +31.0% | +117.5% |
| 5Y | +152.8% | +91.1% | +61.6% | +95.2% |
| All | +152.8% | +88.9% | +63.8% | +95.2% |
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