+247.2%
HD vs EMR
+294.2%
-47.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +5.2% | +0.7% | +4.5% | +4.9% |
| 30D | +20.7% | +3.5% | +17.2% | +18.8% |
| 3M | +0.8% | +5.9% | -5.1% | -1.9% |
| 6M | +12.2% | +19.4% | -7.2% | +3.3% |
| YTD | +4.2% | +27.7% | -23.4% | -7.6% |
| 1Y | -2.6% | +30.9% | -33.5% | -14.7% |
| 3Y | +30.0% | +104.2% | -74.2% | -9.6% |
| 5Y | +8.1% | +89.6% | -81.5% | -23.1% |
| 10Y | +247.2% | +280.0% | -32.9% | +78.4% |
| All | +247.2% | +294.2% | -47.1% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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