+65.8%
EMR vs HIG
+117.6%
-51.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | -5.0% | -2.8% | -2.1% | -3.8% |
| 3M | +5.9% | +6.3% | -0.4% | +2.2% |
| 6M | +7.3% | -0.1% | +7.4% | +6.6% |
| YTD | +14.6% | +0.4% | +14.1% | +13.2% |
| 1Y | +15.6% | +6.2% | +9.4% | +10.7% |
| 3Y | +60.2% | +101.6% | -41.4% | +4.9% |
| 5Y | +65.8% | +119.8% | -54.0% | -2.4% |
| All | +65.8% | +117.6% | -51.8% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling