+570.7%
EME vs HBM
+327.6%
+243.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.4% |
| 7D | +3.5% | -3.3% | +6.8% | +4.2% |
| 30D | -6.3% | -4.8% | -1.5% | -5.7% |
| 3M | -3.8% | -0.4% | -3.3% | -4.5% |
| 6M | +8.5% | +17.9% | -9.4% | +2.8% |
| YTD | +27.8% | +33.7% | -5.9% | +17.0% |
| 1Y | +22.2% | +95.6% | -73.4% | +3.1% |
| 3Y | +253.5% | +458.1% | -204.7% | +135.7% |
| All | +570.7% | +327.6% | +243.0% | +338.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling