+97.9%
FHN vs ACM
+147.1%
-49.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.2% | -3.1% | -1.1% |
| 7D | -0.5% | +6.9% | -7.4% | -4.5% |
| 30D | +1.9% | +19.1% | -17.1% | -8.6% |
| 3M | -6.9% | -6.9% | 0.0% | -4.4% |
| 6M | -3.1% | -12.0% | +9.0% | +1.7% |
| YTD | +0.6% | -25.1% | +25.7% | +15.6% |
| 1Y | +12.4% | -45.4% | +57.8% | +58.0% |
| 3Y | +133.7% | -6.9% | +140.6% | +123.8% |
| 5Y | +61.4% | +3.7% | +57.6% | +36.6% |
| 10Y | +97.9% | +135.8% | -37.9% | -2.3% |
| All | +97.9% | +147.1% | -49.3% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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