-0.3%
EMB vs FHN
+10.7%
-11.0%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.7% | +1.3% | -1.9% | -0.8% |
| 30D | +0.5% | +2.8% | -2.3% | +0.3% |
| 3M | -2.5% | -8.9% | +6.5% | -1.7% |
| 6M | -2.0% | -0.7% | -1.3% | -2.2% |
| YTD | -0.9% | +0.1% | -0.9% | -1.5% |
| 1Y | -0.3% | +10.4% | -10.7% | -1.6% |
| All | -0.3% | +10.7% | -11.0% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling