+4,350.5%
EMR vs FHN
+1,728.2%
+2,622.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +3.8% |
| 7D | +2.1% | -0.5% | +2.6% | +2.3% |
| 30D | +4.8% | +1.9% | +2.8% | +4.2% |
| 3M | +7.5% | -6.9% | +14.4% | +9.9% |
| 6M | +20.9% | -3.1% | +23.9% | +21.9% |
| YTD | +29.2% | +0.6% | +28.6% | +29.1% |
| 1Y | +33.0% | +12.4% | +20.6% | +28.4% |
| 3Y | +109.8% | +133.7% | -24.0% | +60.6% |
| 5Y | +91.9% | +61.4% | +30.6% | +53.8% |
| 10Y | +301.5% | +97.9% | +203.7% | +188.2% |
| All | +4,350.5% | +1,728.2% | +2,622.3% | +1,392.5% |
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