+570.7%
EME vs HRB
+114.1%
+456.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.3% |
| 7D | +3.5% | -8.0% | +11.5% | +3.8% |
| 30D | -6.3% | -16.0% | +9.6% | -5.7% |
| 3M | -3.8% | +26.9% | -30.6% | -6.0% |
| 6M | +8.5% | +51.1% | -42.6% | +3.3% |
| YTD | +27.8% | +7.1% | +20.8% | +28.4% |
| 1Y | +22.2% | -9.6% | +31.8% | +26.3% |
| 3Y | +253.5% | +25.4% | +228.1% | +227.2% |
| All | +570.7% | +114.1% | +456.6% | +436.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling