+11,186.3%
JPM vs FHN
+1,824.4%
+9,361.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +0.3% | +1.2% | -0.9% | -0.4% |
| 30D | -0.2% | -4.7% | +4.5% | +2.4% |
| 3M | +15.9% | +3.5% | +12.3% | +13.4% |
| 6M | +20.9% | +7.8% | +13.1% | +15.7% |
| YTD | +12.9% | +5.9% | +7.0% | +8.9% |
| 1Y | +20.3% | +12.5% | +7.8% | +11.4% |
| 3Y | +160.9% | +117.2% | +43.7% | +61.9% |
| 5Y | +154.8% | +86.5% | +68.3% | +48.4% |
| 10Y | +591.1% | +125.7% | +465.4% | +227.4% |
| All | +11,186.3% | +1,824.4% | +9,361.8% | +1,473.2% |
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 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