+56.2%
EMR vs FHN
+130.7%
-74.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.7% |
| 7D | -1.2% | -0.8% | -0.4% | -0.8% |
| 30D | -9.4% | -2.6% | -6.8% | -8.3% |
| 3M | +8.6% | +0.8% | +7.7% | +8.0% |
| 6M | +6.7% | +9.2% | -2.5% | +2.3% |
| YTD | +13.1% | +5.1% | +7.9% | +10.4% |
| 1Y | +12.7% | +12.2% | +0.5% | +6.4% |
| All | +56.2% | +130.7% | -74.4% | +14.8% |
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 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