+594.2%
EMR vs XHB
+173.9%
+420.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.2% |
| 7D | -1.5% | -1.3% | -0.2% | -0.8% |
| 30D | -5.6% | -6.9% | +1.3% | -1.8% |
| 3M | +7.9% | -1.3% | +9.2% | +8.6% |
| 6M | +6.0% | -6.8% | +12.8% | +10.3% |
| YTD | +16.4% | +0.7% | +15.7% | +16.0% |
| 1Y | +16.6% | -11.2% | +27.9% | +24.3% |
| 3Y | +62.9% | +25.3% | +37.5% | +41.2% |
| 5Y | +60.1% | +37.3% | +22.8% | +29.0% |
| 10Y | +268.7% | +211.5% | +57.2% | +88.2% |
| All | +594.2% | +173.9% | +420.3% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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