+32.5%
ACGL vs FHN
+114.0%
-81.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.6% | -2.9% |
| 7D | +0.9% | -1.0% | +1.9% | +1.1% |
| 30D | +13.7% | +0.2% | +13.5% | +13.7% |
| 3M | +8.0% | -9.0% | +17.0% | +9.8% |
| 6M | +13.3% | -6.8% | +20.1% | +14.6% |
| YTD | +11.8% | -1.5% | +13.4% | +11.8% |
| 1Y | +22.2% | +10.9% | +11.3% | +19.6% |
| 3Y | +32.5% | +119.4% | -86.9% | +35.0% |
| All | +32.5% | +114.0% | -81.5% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling