+60,787.5%
EME vs FHN
+538.8%
+60,248.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +1.9% | +1.2% | +0.7% | +1.5% |
| 30D | -8.3% | -4.7% | -3.6% | -6.8% |
| 3M | -10.7% | +3.5% | -14.3% | -12.0% |
| 6M | +1.9% | +7.8% | -5.9% | -0.9% |
| YTD | +23.5% | +5.9% | +17.6% | +20.6% |
| 1Y | +18.0% | +12.5% | +5.5% | +12.2% |
| 3Y | +236.1% | +117.2% | +118.9% | +151.2% |
| 5Y | +527.9% | +86.5% | +441.3% | +358.4% |
| 10Y | +1,252.8% | +125.7% | +1,127.0% | +771.8% |
| All | +60,787.5% | +538.8% | +60,248.7% | +27,555.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling