+2,427.5%
ACN vs FHN
+39.6%
+2,387.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | +0.9% | -1.0% | +1.9% | +1.1% |
| 30D | +33.5% | +0.2% | +33.3% | +33.5% |
| 3M | +53.5% | -9.0% | +62.4% | +56.6% |
| 6M | +52.2% | -6.8% | +59.1% | +54.5% |
| YTD | -0.1% | -1.5% | +1.4% | -0.2% |
| 1Y | +11.0% | +10.9% | +0.1% | +8.0% |
| 3Y | -11.8% | +119.4% | -131.1% | -27.6% |
| 5Y | -22.8% | +57.5% | -80.4% | -34.9% |
| 10Y | +162.4% | +114.1% | +48.3% | +91.8% |
| All | +2,427.5% | +39.6% | +2,387.9% | +1,606.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling