+4,298.5%
EMR vs FHN
+1,730.5%
+2,568.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +0.7% | +0.9% | -0.2% | +0.5% |
| 30D | +3.5% | +2.1% | +1.4% | +2.9% |
| 3M | +5.9% | -6.0% | +11.9% | +7.9% |
| 6M | +19.4% | -2.9% | +22.4% | +20.5% |
| YTD | +27.7% | +0.7% | +27.0% | +27.6% |
| 1Y | +30.9% | +11.0% | +19.9% | +26.9% |
| 3Y | +104.2% | +130.3% | -26.1% | +57.0% |
| 5Y | +89.6% | +61.3% | +28.3% | +52.0% |
| 10Y | +280.0% | +89.6% | +190.4% | +175.8% |
| All | +4,298.5% | +1,730.5% | +2,568.0% | +1,374.5% |
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