+1,448.9%
HAS vs EME
+61,143.5%
-59,694.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.0% |
| 7D | -1.8% | +1.9% | -3.7% | -2.3% |
| 30D | +2.3% | -8.3% | +10.5% | +4.4% |
| 3M | +10.4% | -10.7% | +21.1% | +12.3% |
| 6M | -3.2% | +1.9% | -5.1% | -5.3% |
| YTD | +15.4% | +23.5% | -8.1% | +6.9% |
| 1Y | +18.8% | +18.0% | +0.8% | +10.3% |
| 3Y | +43.9% | +236.1% | -192.2% | -2.9% |
| 5Y | +13.9% | +527.9% | -514.0% | -35.8% |
| 10Y | +56.4% | +1,252.8% | -1,196.4% | -29.5% |
| All | +1,448.9% | +61,143.5% | -59,694.6% | +299.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling