+68.0%
ACWI vs FHN
+86.2%
-18.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +0.5% | +1.2% | -0.7% | +0.3% |
| 30D | +0.9% | -4.7% | +5.6% | +1.6% |
| 3M | +2.4% | +3.5% | -1.2% | +1.7% |
| 6M | +12.4% | +7.8% | +4.6% | +10.9% |
| YTD | +15.2% | +5.9% | +9.3% | +13.9% |
| 1Y | +22.7% | +12.5% | +10.2% | +20.0% |
| 3Y | +75.8% | +117.2% | -41.4% | +56.9% |
| All | +68.0% | +86.2% | -18.2% | +46.2% |
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