+102.2%
HAS vs EME
+915.6%
-813.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +1.1% |
| 7D | +3.3% | -8.8% | +12.0% | +5.9% |
| 30D | +30.5% | -18.2% | +48.7% | +38.3% |
| 3M | +29.9% | -20.2% | +50.1% | +38.0% |
| 6M | +26.5% | -29.9% | +56.4% | +38.9% |
| YTD | +51.9% | +5.7% | +46.2% | +42.1% |
| 1Y | +60.9% | -1.5% | +62.4% | +54.1% |
| 3Y | +215.0% | +208.4% | +6.5% | +73.7% |
| 5Y | +51.5% | +401.9% | -350.4% | -34.9% |
| 10Y | +102.2% | +914.2% | -812.0% | -42.6% |
| All | +102.2% | +915.6% | -813.4% | -42.6% |
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