+3,793.0%
EME vs HBM
+649.7%
+3,143.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | +2.7% | +5.5% | -2.8% | +1.6% |
| 30D | -6.8% | +3.3% | -10.1% | -7.6% |
| 3M | -8.8% | +12.7% | -21.5% | -11.5% |
| 6M | +5.0% | +28.2% | -23.2% | -1.7% |
| YTD | +23.5% | +45.3% | -21.8% | +12.0% |
| 1Y | +21.3% | +121.7% | -100.4% | +0.8% |
| 3Y | +241.1% | +523.5% | -282.5% | +123.7% |
| 5Y | +549.2% | +393.9% | +155.2% | +321.9% |
| 10Y | +1,306.4% | +647.9% | +658.5% | +610.5% |
| All | +3,793.0% | +649.7% | +3,143.3% | +1,488.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling