+4,269.4%
ACGL vs FHN
+346.6%
+3,922.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -0.7% | +1.2% | -1.9% | -1.0% |
| 30D | -1.0% | -4.7% | +3.7% | +0.1% |
| 3M | +11.0% | +3.5% | +7.5% | +10.1% |
| 6M | -0.3% | +7.8% | -8.1% | -2.2% |
| YTD | +2.3% | +5.9% | -3.6% | +0.6% |
| 1Y | +6.4% | +12.5% | -6.1% | +2.9% |
| 3Y | +34.0% | +117.2% | -83.2% | +8.5% |
| 5Y | +161.6% | +86.5% | +75.1% | +109.5% |
| 10Y | +278.6% | +125.7% | +152.9% | +178.5% |
| All | +4,269.4% | +346.6% | +3,922.8% | +2,461.3% |
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 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