-42.9%
ACN vs FHN
+88.9%
-131.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.9% |
| 7D | -4.8% | +2.7% | -7.5% | -5.2% |
| 30D | +1.9% | -3.1% | +5.0% | +2.4% |
| 3M | +3.9% | +2.3% | +1.5% | +3.4% |
| 6M | -15.0% | +9.7% | -24.8% | -16.5% |
| YTD | -31.9% | +4.7% | -36.6% | -32.6% |
| 1Y | -28.5% | +13.8% | -42.3% | -30.3% |
| 3Y | -41.9% | +131.6% | -173.5% | -48.8% |
| 5Y | -42.9% | +91.1% | -134.0% | -49.8% |
| All | -42.9% | +88.9% | -131.8% | -49.8% |
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