+70.6%
ACWI vs FHN
+114.0%
-43.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -2.4% | -1.0% | -1.4% | -2.1% |
| 30D | -5.2% | +0.2% | -5.4% | -5.2% |
| 3M | -4.8% | -9.0% | +4.2% | -2.7% |
| 6M | -1.3% | -6.8% | +5.5% | +0.2% |
| YTD | +8.4% | -1.5% | +9.9% | +8.3% |
| 1Y | +11.0% | +10.9% | +0.1% | +7.7% |
| 3Y | +70.6% | +119.4% | -48.8% | +42.9% |
| All | +70.6% | +114.0% | -43.5% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling