+324.4%
EMR vs HWM
+1,230.5%
-906.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.1% | -0.7% | +2.3% |
| 7D | +2.1% | +1.6% | +0.5% | +1.3% |
| 30D | +4.8% | -3.9% | +8.7% | +5.9% |
| 3M | +7.5% | -23.2% | +30.7% | +18.4% |
| 6M | +20.9% | -20.0% | +40.8% | +30.7% |
| YTD | +29.2% | +5.7% | +23.5% | +23.5% |
| 1Y | +33.0% | +4.9% | +28.1% | +27.4% |
| 3Y | +109.8% | +347.0% | -237.2% | +5.7% |
| 5Y | +91.9% | +563.0% | -471.1% | -19.2% |
| 10Y | +301.5% | +1,579.2% | -1,277.7% | +9.2% |
| All | +324.4% | +1,230.5% | -906.1% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling