+33,321.4%
HD vs EMR
+4,298.0%
+29,023.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | +4.3% | -1.6% | +5.9% | +5.1% |
| 30D | +20.2% | +2.0% | +18.2% | +18.9% |
| 3M | -1.0% | +3.8% | -4.8% | -3.1% |
| 6M | +7.9% | +10.5% | -2.6% | +1.9% |
| YTD | +2.0% | +23.7% | -21.7% | -9.6% |
| 1Y | -4.3% | +25.4% | -29.7% | -15.8% |
| 3Y | +25.9% | +86.6% | -60.6% | -11.7% |
| 5Y | +5.8% | +83.0% | -77.2% | -25.8% |
| 10Y | +262.5% | +319.5% | -57.0% | +56.6% |
| All | +33,321.4% | +4,298.0% | +29,023.4% | +3,172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling