+103.3%
EMR vs HWM
+348.7%
-245.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.4% |
| 7D | +2.8% | +7.3% | -4.4% | +0.3% |
| 30D | +3.7% | +1.6% | +2.1% | +2.6% |
| 3M | +2.0% | -21.9% | +23.9% | +10.8% |
| 6M | +22.1% | -19.0% | +41.2% | +30.6% |
| YTD | +27.2% | +7.9% | +19.3% | +21.3% |
| 1Y | +32.0% | +9.9% | +22.1% | +25.0% |
| 3Y | +103.3% | +342.1% | -238.9% | +27.8% |
| All | +103.3% | +348.7% | -245.5% | +27.8% |
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