+36.2%
EMB vs FHN
+81.8%
-45.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -0.9% | +2.1% | -3.0% | -1.1% |
| 30D | +0.4% | +3.8% | -3.4% | +0.1% |
| 3M | -3.1% | -8.9% | +5.8% | -2.4% |
| 6M | -2.1% | +1.8% | -3.9% | -2.3% |
| YTD | -1.1% | +0.6% | -1.7% | -1.3% |
| 1Y | -0.1% | +12.9% | -13.0% | -1.2% |
| 3Y | +29.6% | +126.4% | -96.8% | +20.2% |
| 5Y | +7.2% | +62.3% | -55.1% | +0.3% |
| All | +36.2% | +81.8% | -45.7% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling