+263.6%
EMR vs HIG
+315.0%
-51.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -1.2% | -2.3% | +1.1% | -0.1% |
| 30D | -9.4% | -1.2% | -8.2% | -9.0% |
| 3M | +8.6% | +6.3% | +2.3% | +4.6% |
| 6M | +6.7% | +0.6% | +6.1% | +5.4% |
| YTD | +13.1% | +0.6% | +12.4% | +11.5% |
| 1Y | +12.7% | +6.1% | +6.6% | +7.8% |
| 3Y | +58.1% | +102.0% | -43.9% | +5.4% |
| 5Y | +63.6% | +119.2% | -55.6% | +3.2% |
| All | +263.6% | +315.0% | -51.3% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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