-20.3%
ACHR vs FHN
+61.0%
-81.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | +18.0% | -0.9% | +18.8% | +18.6% |
| 30D | +3.6% | +2.0% | +1.6% | +2.7% |
| 3M | -28.4% | -6.8% | -21.6% | -26.0% |
| 6M | -25.7% | -0.8% | -24.9% | -26.1% |
| YTD | -35.4% | +0.6% | -36.0% | -36.1% |
| 1Y | -45.6% | +11.5% | -57.2% | -49.0% |
| 3Y | -2.2% | +130.0% | -132.2% | -29.3% |
| 5Y | -20.3% | +60.8% | -81.1% | -37.3% |
| All | -20.3% | +61.0% | -81.3% | -37.3% |
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 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