+25.7%
EMR vs FHN
+14.6%
+11.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.8% | +1.3% |
| 7D | +1.6% | +2.3% | -0.7% | +0.1% |
| 30D | +5.0% | +1.6% | +3.4% | +3.8% |
| 3M | +7.7% | -8.4% | +16.0% | +14.3% |
| 6M | +26.8% | -2.3% | +29.0% | +28.1% |
| YTD | +29.9% | +1.5% | +28.4% | +27.3% |
| 1Y | +25.7% | +15.0% | +10.7% | +16.2% |
| All | +25.7% | +14.6% | +11.1% | +16.2% |
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 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