+210.2%
HD vs EME
+1,266.0%
-1,055.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.4% |
| 7D | -1.8% | +2.7% | -4.5% | -2.6% |
| 30D | -10.8% | -6.8% | -4.0% | -9.3% |
| 3M | -2.7% | -8.8% | +6.2% | -1.3% |
| 6M | -10.3% | +5.0% | -15.3% | -13.2% |
| YTD | -7.8% | +23.5% | -31.3% | -15.7% |
| 1Y | -23.1% | +21.3% | -44.4% | -30.6% |
| 3Y | +2.0% | +241.1% | -239.1% | -40.4% |
| 5Y | +6.2% | +549.2% | -542.9% | -52.7% |
| 10Y | +210.2% | +1,306.4% | -1,096.2% | -1.1% |
| All | +210.2% | +1,266.0% | -1,055.8% | -1.1% |
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 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