+241.5%
EME vs FHN
+129.0%
+112.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.3% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -6.8% | -2.6% | -4.2% | -5.8% |
| 3M | -8.8% | 0.0% | -8.9% | -9.1% |
| 6M | +5.0% | +9.2% | -4.3% | +0.9% |
| YTD | +23.5% | +4.3% | +19.1% | +20.6% |
| 1Y | +21.3% | +10.8% | +10.6% | +14.8% |
| All | +241.5% | +129.0% | +112.6% | +156.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling