+16.8%
HAS vs EME
+19.7%
-2.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -1.3% |
| 7D | -4.8% | +2.7% | -7.6% | -5.1% |
| 30D | -5.1% | -6.8% | +1.7% | -4.6% |
| 3M | +6.4% | -8.8% | +15.2% | +7.7% |
| 6M | -5.6% | +5.0% | -10.6% | -6.6% |
| YTD | +11.0% | +23.5% | -12.5% | +7.6% |
| 1Y | +16.8% | +21.3% | -4.5% | +10.8% |
| All | +16.8% | +19.7% | -2.9% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling