+6,018.8%
HD vs EME
+53,473.8%
-47,455.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +1.5% | +8.4% | -6.8% | -0.7% |
| 30D | +18.0% | -11.5% | +29.5% | +21.2% |
| 3M | +2.8% | -20.6% | +23.4% | +8.3% |
| 6M | +17.0% | -28.5% | +45.5% | +25.3% |
| YTD | +3.5% | +8.0% | -4.5% | -1.9% |
| 1Y | -2.6% | +6.8% | -9.3% | -7.6% |
| 3Y | +30.7% | +213.9% | -183.2% | -13.4% |
| 5Y | +6.2% | +414.8% | -408.6% | -39.6% |
| 10Y | +242.7% | +916.9% | -674.2% | +54.0% |
| All | +6,018.8% | +53,473.8% | -47,455.0% | +1,435.7% |
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