+33,907.9%
EME vs HIG
+987.6%
+32,920.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | -6.8% | -2.8% | -4.0% | -6.2% |
| 3M | -8.8% | +6.3% | -15.2% | -10.7% |
| 6M | +5.0% | -0.1% | +5.1% | +4.3% |
| YTD | +23.5% | +0.4% | +23.1% | +22.4% |
| 1Y | +21.3% | +6.2% | +15.1% | +18.3% |
| 3Y | +241.1% | +101.6% | +139.4% | +181.0% |
| 5Y | +549.2% | +119.8% | +429.3% | +422.2% |
| 10Y | +1,306.4% | +311.7% | +994.7% | +855.1% |
| All | +33,907.9% | +987.6% | +32,920.3% | +15,682.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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