+56.0%
HAS vs EME
+1,266.0%
-1,210.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -0.7% |
| 7D | -4.8% | +2.7% | -7.6% | -5.7% |
| 30D | -5.1% | -6.8% | +1.7% | -3.2% |
| 3M | +6.4% | -8.8% | +15.2% | +8.1% |
| 6M | -5.6% | +5.0% | -10.6% | -9.4% |
| YTD | +11.0% | +23.5% | -12.5% | -0.2% |
| 1Y | +16.8% | +21.3% | -4.5% | +4.1% |
| 3Y | +44.0% | +241.1% | -197.0% | -21.6% |
| 5Y | +11.0% | +549.2% | -538.2% | -55.9% |
| 10Y | +56.0% | +1,306.4% | -1,250.4% | -55.8% |
| All | +56.0% | +1,266.0% | -1,210.0% | -55.8% |
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