+854.3%
EEM vs FHN
+23.2%
+831.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +2.3% | +1.2% | +1.1% | +2.0% |
| 30D | +4.5% | -4.7% | +9.2% | +6.0% |
| 3M | -0.1% | +3.5% | -3.6% | -1.3% |
| 6M | +16.9% | +7.8% | +9.1% | +14.1% |
| YTD | +26.2% | +5.9% | +20.3% | +23.6% |
| 1Y | +40.5% | +12.5% | +28.0% | +34.5% |
| 3Y | +86.2% | +117.2% | -31.0% | +41.9% |
| 5Y | +45.5% | +86.5% | -41.1% | +7.3% |
| 10Y | +128.6% | +125.7% | +2.9% | +41.2% |
| All | +854.3% | +23.2% | +831.1% | +536.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling