+6.2%
HD vs EME
+545.9%
-539.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.6% |
| 7D | -1.8% | +2.7% | -4.5% | -2.3% |
| 30D | -10.8% | -6.8% | -4.0% | -9.8% |
| 3M | -2.7% | -8.8% | +6.2% | -1.5% |
| 6M | -10.3% | +5.0% | -15.3% | -12.2% |
| YTD | -7.8% | +23.5% | -31.3% | -13.4% |
| 1Y | -23.1% | +21.3% | -44.4% | -28.7% |
| 3Y | +2.0% | +241.1% | -239.1% | -37.5% |
| All | +6.2% | +545.9% | -539.8% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling