+667.3%
EMR vs HBM
+613.3%
+54.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +1.9% |
| 7D | -1.5% | -6.4% | +4.8% | -0.1% |
| 30D | -5.6% | +5.9% | -11.5% | -7.0% |
| 3M | +7.9% | -8.9% | +16.8% | +9.0% |
| 6M | +6.0% | +10.7% | -4.6% | +1.8% |
| YTD | +16.4% | +38.3% | -21.8% | +5.8% |
| 1Y | +16.6% | +121.3% | -104.7% | -5.1% |
| 3Y | +62.9% | +450.6% | -387.7% | +4.2% |
| 5Y | +60.1% | +338.0% | -277.9% | +1.6% |
| 10Y | +268.7% | +578.6% | -309.9% | +78.7% |
| All | +667.3% | +613.3% | +54.0% | +190.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling