+518.0%
HAL vs EMR
+4,425.6%
-3,907.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.6% | +3.6% |
| 7D | -0.2% | -2.0% | +1.8% | +1.0% |
| 30D | +1.0% | +2.8% | -1.8% | -1.3% |
| 3M | -2.1% | +2.0% | -4.1% | -4.2% |
| 6M | -17.5% | +20.7% | -38.2% | -29.4% |
| YTD | +18.1% | +27.3% | -9.2% | -5.1% |
| 1Y | +19.7% | +31.0% | -11.3% | -6.0% |
| 3Y | -7.9% | +103.6% | -111.5% | -48.4% |
| 5Y | +53.1% | +88.6% | -35.5% | -8.9% |
| 10Y | -16.8% | +280.6% | -297.4% | -65.2% |
| All | +518.0% | +4,425.6% | -3,907.5% | +3.6% |
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