+6,059.3%
HD vs EME
+52,338.7%
-46,279.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.4% |
| 7D | +5.2% | -8.8% | +14.0% | +7.4% |
| 30D | +20.7% | -18.2% | +38.9% | +26.6% |
| 3M | +0.8% | -20.2% | +21.0% | +6.0% |
| 6M | +12.2% | -29.9% | +42.1% | +20.9% |
| YTD | +4.2% | +5.7% | -1.5% | -0.6% |
| 1Y | -2.6% | -1.5% | -1.1% | -5.5% |
| 3Y | +30.0% | +208.4% | -178.4% | -13.4% |
| 5Y | +8.1% | +401.9% | -393.8% | -38.1% |
| 10Y | +247.2% | +914.2% | -667.1% | +56.2% |
| All | +6,059.3% | +52,338.7% | -46,279.4% | +1,455.1% |
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 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