+1,344.7%
EME vs HBM
+619.2%
+725.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.4% |
| 7D | +3.5% | -3.3% | +6.8% | +4.1% |
| 30D | -6.3% | -4.8% | -1.5% | -5.7% |
| 3M | -3.8% | -0.4% | -3.3% | -4.4% |
| 6M | +8.5% | +17.9% | -9.4% | +3.1% |
| YTD | +27.8% | +33.7% | -5.9% | +17.5% |
| 1Y | +22.2% | +95.6% | -73.4% | +3.8% |
| 3Y | +253.5% | +458.1% | -204.7% | +136.0% |
| 5Y | +578.6% | +329.0% | +249.6% | +352.1% |
| All | +1,344.7% | +619.2% | +725.5% | +605.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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