+60,798.0%
EME vs HRB
+1,260.0%
+59,538.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.0% |
| 7D | +2.7% | -10.6% | +13.3% | +5.9% |
| 30D | -6.8% | -0.8% | -6.0% | -7.3% |
| 3M | -8.8% | +19.1% | -27.9% | -15.1% |
| 6M | +5.0% | +48.7% | -43.7% | -10.2% |
| YTD | +23.5% | +7.1% | +16.4% | +15.7% |
| 1Y | +21.3% | -8.3% | +29.6% | +18.6% |
| 3Y | +241.1% | +25.8% | +215.2% | +192.7% |
| 5Y | +549.2% | +111.1% | +438.1% | +357.8% |
| 10Y | +1,306.4% | +206.6% | +1,099.8% | +716.0% |
| All | +60,798.0% | +1,260.0% | +59,538.0% | +23,139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling