-4.6%
HD vs EME
-3.1%
-1.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -9.6% | +16.2% | +6.3% |
| 7D | +11.9% | -5.8% | +17.7% | +11.7% |
| 30D | +26.4% | -17.9% | +44.3% | +26.6% |
| 3M | +2.8% | -22.0% | +24.8% | +3.1% |
| 6M | +15.5% | -29.7% | +45.2% | +18.1% |
| YTD | +5.5% | +4.7% | +0.8% | +5.4% |
| 1Y | -4.6% | -2.1% | -2.5% | -5.3% |
| All | -4.6% | -3.1% | -1.5% | -5.3% |
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