+30.9%
EMR vs PH
+14.9%
+16.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.8% |
| 7D | +0.7% | +2.1% | -1.4% | -0.9% |
| 30D | +3.5% | +0.3% | +3.3% | +3.0% |
| 3M | +5.9% | -8.8% | +14.7% | +13.1% |
| 6M | +19.4% | +10.0% | +9.4% | +8.4% |
| YTD | +27.7% | +10.5% | +17.2% | +15.1% |
| 1Y | +30.9% | +15.5% | +15.4% | +14.0% |
| All | +30.9% | +14.9% | +16.0% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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