+222.2%
ACWI vs FHN
+106.3%
+115.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.1% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | -2.8% | +1.9% | -4.8% | -3.2% |
| 3M | -3.2% | -6.9% | +3.8% | -1.6% |
| 6M | +1.3% | -3.1% | +4.3% | +1.8% |
| YTD | +11.2% | +0.6% | +10.6% | +10.7% |
| 1Y | +13.8% | +12.4% | +1.4% | +10.4% |
| 3Y | +76.2% | +133.7% | -57.5% | +42.7% |
| 5Y | +59.5% | +61.4% | -1.9% | +33.3% |
| 10Y | +222.2% | +97.9% | +124.3% | +142.9% |
| All | +222.2% | +106.3% | +115.9% | +142.9% |
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 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