+7.3%
EMB vs FHN
+88.9%
-81.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +0.3% | +2.7% | -2.4% | +0.2% |
| 30D | -0.5% | -3.1% | +2.6% | -0.4% |
| 3M | +0.3% | +2.3% | -2.0% | +0.2% |
| 6M | +1.2% | +9.7% | -8.6% | +0.8% |
| YTD | +1.5% | +4.7% | -3.3% | +1.2% |
| 1Y | +4.8% | +13.8% | -9.0% | +4.1% |
| 3Y | +30.4% | +131.6% | -101.2% | +26.3% |
| 5Y | +7.3% | +91.1% | -83.9% | +5.2% |
| All | +7.3% | +88.9% | -81.7% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling