+280.9%
EMR vs HWM
+1,323.5%
-1,042.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.7% | +10.3% | +4.0% |
| 7D | +3.1% | -9.2% | +12.2% | +6.9% |
| 30D | -3.5% | -17.9% | +14.3% | +4.0% |
| 3M | +9.8% | -6.0% | +15.8% | +11.8% |
| 6M | +10.8% | -7.4% | +18.1% | +13.2% |
| YTD | +15.9% | +13.1% | +2.8% | +8.5% |
| 1Y | +16.4% | +29.3% | -12.9% | +2.7% |
| 3Y | +62.1% | +389.9% | -327.8% | -20.9% |
| 5Y | +62.9% | +655.5% | -592.6% | -34.8% |
| All | +280.9% | +1,323.5% | -1,042.6% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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