-59.6%
ACHR vs FHN
+126.6%
-186.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.4% | -7.2% |
| 7D | -9.2% | +2.1% | -11.4% | -10.0% |
| 30D | -1.0% | +3.8% | -4.8% | -2.6% |
| 3M | -42.2% | -8.9% | -33.2% | -39.8% |
| 6M | -38.2% | +1.8% | -40.0% | -39.2% |
| YTD | -46.4% | +0.6% | -47.0% | -46.9% |
| 1Y | -49.4% | +12.9% | -62.3% | -52.4% |
| 3Y | -22.5% | +126.4% | -148.9% | -40.9% |
| 5Y | -29.8% | +62.3% | -92.1% | -43.4% |
| All | -59.6% | +126.6% | -186.2% | -68.1% |
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