+3.2%
HAL vs EME
+1,301.6%
-1,298.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.4% |
| 7D | -3.3% | +0.9% | -4.2% | -3.8% |
| 30D | +7.2% | -8.4% | +15.6% | +11.8% |
| 3M | -8.8% | -3.6% | -5.2% | -9.5% |
| 6M | +3.0% | +3.6% | -0.6% | -3.4% |
| YTD | +29.4% | +22.5% | +6.9% | +8.7% |
| 1Y | +62.8% | +18.2% | +44.6% | +35.1% |
| 3Y | -6.4% | +238.4% | -244.8% | -66.1% |
| 5Y | +103.6% | +550.5% | -446.9% | -57.2% |
| All | +3.2% | +1,301.6% | -1,298.4% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling