+595.7%
HAL vs EMR
+4,039.8%
-3,444.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.8% |
| 7D | +2.9% | -1.5% | +4.5% | +3.9% |
| 30D | +17.0% | -5.6% | +22.7% | +21.2% |
| 3M | -9.7% | +7.9% | -17.6% | -15.7% |
| 6M | +8.6% | +6.0% | +2.6% | +0.3% |
| YTD | +33.0% | +16.4% | +16.5% | +14.2% |
| 1Y | +68.3% | +16.6% | +51.7% | +43.1% |
| 3Y | +0.1% | +62.9% | -62.8% | -34.2% |
| 5Y | +102.6% | +60.1% | +42.5% | +35.5% |
| 10Y | +3.8% | +268.8% | -264.9% | -55.1% |
| All | +595.7% | +4,039.8% | -3,444.1% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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