+83.4%
EMR vs HWM
+522.0%
-438.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -1.2% |
| 7D | -1.6% | +3.3% | -4.9% | -3.2% |
| 30D | +2.0% | -7.6% | +9.6% | +4.8% |
| 3M | +3.8% | -28.9% | +32.7% | +18.8% |
| 6M | +10.5% | -19.7% | +30.2% | +19.2% |
| YTD | +23.7% | +0.5% | +23.2% | +20.2% |
| 1Y | +25.4% | +0.3% | +25.2% | +21.8% |
| 3Y | +86.6% | +325.8% | -239.3% | -11.7% |
| All | +83.4% | +522.0% | -438.6% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling