-2.1%
EME vs FHN
+14.6%
-16.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.7% | -11.3% | -10.1% |
| 7D | -5.8% | +2.3% | -8.1% | -6.5% |
| 30D | -17.9% | +1.6% | -19.5% | -18.4% |
| 3M | -22.0% | -8.4% | -13.6% | -19.5% |
| 6M | -29.7% | -2.3% | -27.4% | -29.6% |
| YTD | +4.7% | +1.5% | +3.2% | +1.3% |
| 1Y | -2.1% | +15.0% | -17.1% | -10.1% |
| All | -2.1% | +14.6% | -16.7% | -10.1% |
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