+5,533.7%
HD vs EME
+61,143.5%
-55,609.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.5% |
| 7D | -2.1% | +1.9% | -3.9% | -2.6% |
| 30D | -8.4% | -8.3% | -0.1% | -6.4% |
| 3M | +4.3% | -10.7% | +15.1% | +6.2% |
| 6M | -11.1% | +1.9% | -13.0% | -13.1% |
| YTD | -4.7% | +23.5% | -28.1% | -12.1% |
| 1Y | -19.8% | +18.0% | -37.8% | -26.1% |
| 3Y | +4.1% | +236.1% | -232.0% | -31.7% |
| 5Y | +10.3% | +527.9% | -517.6% | -40.3% |
| 10Y | +203.2% | +1,252.8% | -1,049.6% | +27.1% |
| All | +5,533.7% | +61,143.5% | -55,609.8% | +1,276.1% |
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