+586.4%
HAL vs EME
+53,473.8%
-52,887.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.3% |
| 7D | +6.1% | +8.4% | -2.3% | +2.6% |
| 30D | +2.9% | -11.5% | +14.4% | +7.5% |
| 3M | +3.3% | -20.6% | +24.0% | +12.1% |
| 6M | -16.9% | -28.5% | +11.6% | -7.6% |
| YTD | +21.2% | +8.0% | +13.2% | +11.9% |
| 1Y | +27.5% | +6.8% | +20.8% | +18.1% |
| 3Y | -6.4% | +213.9% | -220.3% | -48.7% |
| 5Y | +58.0% | +414.8% | -356.8% | -31.1% |
| 10Y | -14.6% | +916.9% | -931.6% | -71.1% |
| All | +586.4% | +53,473.8% | -52,887.4% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling