+111.9%
HAL vs EME
+544.7%
-432.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.6% |
| 7D | -1.3% | +2.7% | -4.1% | -2.1% |
| 30D | +10.9% | -6.8% | +17.7% | +12.8% |
| 3M | -5.8% | -8.8% | +3.0% | -4.4% |
| 6M | +8.1% | +5.0% | +3.1% | +4.3% |
| YTD | +33.2% | +23.5% | +9.7% | +21.1% |
| 1Y | +74.2% | +21.3% | +52.9% | +56.1% |
| 3Y | -3.7% | +241.1% | -244.7% | -47.5% |
| 5Y | +111.9% | +549.2% | -437.3% | -20.9% |
| All | +111.9% | +544.7% | -432.8% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling