+86.6%
EMR vs HWM
+330.6%
-244.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -1.0% |
| 7D | -1.6% | +3.3% | -4.9% | -3.0% |
| 30D | +2.0% | -7.6% | +9.6% | +4.5% |
| 3M | +3.8% | -28.9% | +32.7% | +16.8% |
| 6M | +10.5% | -19.7% | +30.2% | +18.1% |
| YTD | +23.7% | +0.5% | +23.2% | +21.0% |
| 1Y | +25.4% | +0.3% | +25.2% | +22.7% |
| 3Y | +86.6% | +325.8% | -239.3% | +9.0% |
| All | +86.6% | +330.6% | -244.1% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling