+129.1%
FHN vs ACM
+129.8%
-0.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +1.2% | -3.7% | +4.9% | +3.6% |
| 30D | -4.7% | -11.1% | +6.4% | +1.1% |
| 3M | +3.5% | -8.0% | +11.5% | +6.8% |
| 6M | +7.8% | -29.7% | +37.5% | +30.8% |
| YTD | +5.9% | -29.4% | +35.2% | +26.6% |
| 1Y | +12.5% | -46.4% | +58.9% | +59.3% |
| 3Y | +117.2% | -22.3% | +139.6% | +135.6% |
| 5Y | +86.5% | +4.5% | +82.1% | +56.1% |
| All | +129.1% | +129.8% | -0.7% | +9.6% |
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