+15.6%
EMR vs HWM
+30.4%
-14.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +0.9% | -8.0% | +9.0% | +3.6% |
| 30D | -5.0% | -18.0% | +13.1% | +2.2% |
| 3M | +5.9% | -9.5% | +15.4% | +9.0% |
| 6M | +7.3% | -8.4% | +15.7% | +8.4% |
| YTD | +14.6% | +13.6% | +0.9% | +7.7% |
| 1Y | +15.6% | +30.2% | -14.6% | +4.7% |
| All | +15.6% | +30.4% | -14.7% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling