+280.4%
EMR vs HIG
+261.7%
+18.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +2.8% | +2.6% | +0.2% | +1.5% |
| 30D | +3.7% | +4.2% | -0.5% | +1.3% |
| 3M | +2.0% | +0.2% | +1.8% | +1.5% |
| 6M | +22.1% | +4.6% | +17.5% | +17.9% |
| YTD | +27.2% | +1.1% | +26.1% | +24.7% |
| 1Y | +32.0% | +4.7% | +27.3% | +26.9% |
| 3Y | +103.3% | +95.5% | +7.8% | +37.7% |
| 5Y | +88.2% | +111.7% | -23.5% | +20.8% |
| All | +280.4% | +261.7% | +18.6% | +78.4% |
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