+31,139.8%
HD vs EMR
+4,039.8%
+27,100.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.1% |
| 7D | -2.1% | -1.5% | -0.5% | -1.3% |
| 30D | -8.4% | -5.6% | -2.8% | -6.0% |
| 3M | +4.3% | +7.9% | -3.6% | +0.1% |
| 6M | -11.1% | +6.0% | -17.2% | -14.3% |
| YTD | -4.7% | +16.4% | -21.1% | -12.8% |
| 1Y | -19.8% | +16.6% | -36.4% | -27.0% |
| 3Y | +4.1% | +62.9% | -58.8% | -21.8% |
| 5Y | +10.3% | +60.1% | -49.8% | -17.6% |
| 10Y | +203.2% | +268.8% | -65.6% | +39.7% |
| All | +31,139.8% | +4,039.8% | +27,100.0% | +3,056.1% |
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