+152.3%
ACN vs FHN
+81.8%
+70.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -3.8% | +2.1% | -6.0% | -4.4% |
| 30D | +16.5% | +3.8% | +12.7% | +15.4% |
| 3M | +41.5% | -8.9% | +50.4% | +44.6% |
| 6M | +60.1% | +1.8% | +58.3% | +59.0% |
| YTD | -3.9% | +0.6% | -4.5% | -4.5% |
| 1Y | +4.1% | +12.9% | -8.8% | +0.5% |
| 3Y | -15.9% | +126.4% | -142.2% | -32.9% |
| 5Y | -26.3% | +62.3% | -88.6% | -39.7% |
| All | +152.3% | +81.8% | +70.5% | +80.6% |
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