+1,284.9%
EME vs FHN
+129.4%
+1,155.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | +0.9% | -0.8% | +1.7% | +1.2% |
| 30D | -8.4% | -2.6% | -5.8% | -7.5% |
| 3M | -3.6% | +0.8% | -4.5% | -4.2% |
| 6M | +3.6% | +9.2% | -5.7% | -0.1% |
| YTD | +22.5% | +5.1% | +17.4% | +19.6% |
| 1Y | +18.2% | +12.2% | +6.0% | +11.8% |
| 3Y | +238.4% | +132.4% | +106.0% | +138.7% |
| 5Y | +550.5% | +91.1% | +459.4% | +344.0% |
| All | +1,284.9% | +129.4% | +1,155.4% | +700.4% |
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