+280.0%
EMR vs HAS
+102.6%
+177.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +0.7% | +3.3% | -2.6% | -0.4% |
| 30D | +3.5% | +30.5% | -27.0% | -6.2% |
| 3M | +5.9% | +29.9% | -24.0% | -3.9% |
| 6M | +19.4% | +26.5% | -7.1% | +8.7% |
| YTD | +27.7% | +51.9% | -24.3% | +8.6% |
| 1Y | +30.9% | +60.9% | -30.0% | +9.0% |
| 3Y | +104.2% | +215.0% | -110.8% | +30.9% |
| 5Y | +89.6% | +51.5% | +38.1% | +54.6% |
| 10Y | +280.0% | +102.2% | +177.8% | +168.6% |
| All | +280.0% | +102.6% | +177.4% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling