+248.1%
HD vs EME
+910.4%
-662.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -0.5% | +11.3% | -11.8% | -3.3% |
| 30D | +18.5% | -14.6% | +33.0% | +22.8% |
| 3M | +2.2% | -20.4% | +22.6% | +7.6% |
| 6M | +13.8% | -28.3% | +42.1% | +22.5% |
| YTD | +3.4% | +8.6% | -5.2% | -2.9% |
| 1Y | -3.5% | +3.2% | -6.7% | -8.2% |
| 3Y | +29.0% | +216.8% | -187.8% | -24.5% |
| 5Y | +6.1% | +417.5% | -411.4% | -49.9% |
| All | +248.1% | +910.4% | -662.2% | +20.0% |
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