+12.7%
EMR vs HIG
+7.0%
+5.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -1.2% | -2.3% | +1.1% | -1.1% |
| 30D | -9.4% | -1.2% | -8.2% | -9.4% |
| 3M | +8.6% | +6.3% | +2.3% | +7.4% |
| 6M | +6.7% | +0.6% | +6.1% | +7.1% |
| YTD | +13.1% | +0.6% | +12.4% | +13.1% |
| 1Y | +12.7% | +6.1% | +6.6% | +12.7% |
| All | +12.7% | +7.0% | +5.8% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling