+284.5%
EMR vs HST
+138.5%
+146.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -1.6% | -2.7% | +1.1% | -0.3% |
| 30D | +2.0% | +10.7% | -8.7% | -2.7% |
| 3M | +3.8% | +6.3% | -2.4% | +0.8% |
| 6M | +10.5% | +19.0% | -8.5% | +1.6% |
| YTD | +23.7% | +47.0% | -23.3% | +3.3% |
| 1Y | +25.4% | +53.4% | -28.0% | +2.6% |
| 3Y | +86.6% | +78.0% | +8.6% | +41.0% |
| 5Y | +83.0% | +71.7% | +11.3% | +34.5% |
| All | +284.5% | +138.5% | +146.0% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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