+10,760.3%
JPM vs FHN
+1,728.2%
+9,032.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -2.5% | -0.9% | -1.6% | -2.0% |
| 30D | +2.7% | +2.0% | +0.7% | +1.6% |
| 3M | -4.7% | -6.8% | +2.2% | -0.9% |
| 6M | +15.6% | -0.8% | +16.3% | +15.8% |
| YTD | +8.6% | +0.6% | +8.0% | +7.9% |
| 1Y | +10.9% | +11.5% | -0.6% | +3.9% |
| 3Y | +149.9% | +130.0% | +19.9% | +51.2% |
| 5Y | +131.9% | +60.8% | +71.1% | +47.5% |
| 10Y | +481.0% | +84.0% | +397.0% | +210.4% |
| All | +10,760.3% | +1,728.2% | +9,032.1% | +1,457.8% |
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