+58.3%
EMR vs HBM
+506.5%
-448.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +0.9% | +5.5% | -4.6% | -0.4% |
| 30D | -5.0% | +3.3% | -8.2% | -5.9% |
| 3M | +5.9% | +12.7% | -6.7% | +2.0% |
| 6M | +7.3% | +28.2% | -20.9% | -1.0% |
| YTD | +14.6% | +45.3% | -30.8% | +1.9% |
| 1Y | +15.6% | +121.7% | -106.1% | -7.4% |
| All | +58.3% | +506.5% | -448.2% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 3y: compounded portfolio wealth divided by compounded HBM 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…
3y analysis · Full analysis span regression · 6 months rolling