-44.0%
ACHR vs FHN
+135.6%
-179.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | -2.3% | -1.2% | -1.1% | -1.8% |
| 30D | -11.3% | -4.8% | -6.5% | -9.4% |
| 3M | +5.3% | -0.7% | +6.0% | +5.0% |
| 6M | -13.2% | +10.6% | -23.8% | -17.7% |
| YTD | -25.8% | +4.6% | -30.4% | -27.8% |
| 1Y | -34.3% | +11.4% | -45.6% | -37.9% |
| 3Y | -19.9% | +132.3% | -152.2% | -39.7% |
| 5Y | -42.7% | +90.2% | -132.8% | -54.7% |
| All | -44.0% | +135.6% | -179.7% | -56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling