+277.4%
EMR vs FHN
+125.8%
+151.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -5.0% | -2.6% | -2.4% | -3.9% |
| 3M | +5.9% | 0.0% | +5.9% | +5.8% |
| 6M | +7.3% | +9.2% | -1.9% | +3.5% |
| YTD | +14.6% | +4.3% | +10.2% | +12.6% |
| 1Y | +15.6% | +10.8% | +4.9% | +10.4% |
| 3Y | +60.2% | +130.7% | -70.5% | +11.3% |
| 5Y | +65.8% | +87.4% | -21.5% | +10.8% |
| 10Y | +277.4% | +126.9% | +150.5% | +96.0% |
| All | +277.4% | +125.8% | +151.6% | +96.0% |
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