-43.8%
ACHR vs FHN
+90.1%
-133.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.5% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -12.1% | -2.6% | -9.6% | -11.1% |
| 3M | +3.4% | 0.0% | +3.3% | +2.7% |
| 6M | -15.6% | +9.2% | -24.9% | -20.0% |
| YTD | -26.9% | +4.3% | -31.2% | -29.0% |
| 1Y | -34.8% | +10.8% | -45.5% | -38.6% |
| 3Y | -19.2% | +130.7% | -150.0% | -41.6% |
| 5Y | -43.8% | +87.4% | -131.1% | -57.1% |
| All | -43.8% | +90.1% | -133.8% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling