-2.1%
EME vs HRB
+16.9%
-19.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.4% | -14.0% | -8.5% |
| 7D | -5.8% | +16.0% | -21.8% | -2.2% |
| 30D | -17.9% | +32.1% | -50.0% | -11.9% |
| 3M | -22.0% | +21.5% | -43.5% | -17.6% |
| 6M | -29.7% | +82.1% | -111.8% | -19.7% |
| YTD | +4.7% | +31.6% | -26.9% | +15.3% |
| 1Y | -2.1% | +15.9% | -18.0% | +6.7% |
| All | -2.1% | +16.9% | -19.0% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling