+1,976.0%
HAS vs EME
+54,073.4%
-52,097.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +0.9% |
| 7D | +2.0% | +4.3% | -2.3% | +0.8% |
| 30D | +30.9% | -14.4% | +45.3% | +35.5% |
| 3M | +28.8% | -18.3% | +47.1% | +34.4% |
| 6M | +32.3% | -28.3% | +60.7% | +41.5% |
| YTD | +54.7% | +9.2% | +45.5% | +46.7% |
| 1Y | +63.2% | +4.3% | +59.0% | +56.5% |
| 3Y | +220.7% | +218.6% | +2.0% | +118.2% |
| 5Y | +53.3% | +421.0% | -367.7% | -9.8% |
| 10Y | +104.2% | +928.3% | -824.1% | -2.2% |
| All | +1,976.0% | +54,073.4% | -52,097.4% | +447.7% |
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