+25.0%
HL vs EME
-3.1%
+28.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -9.6% | +22.8% | +17.2% |
| 7D | +0.2% | -5.8% | +6.0% | +1.5% |
| 30D | -12.1% | -17.9% | +5.8% | -4.4% |
| 3M | -2.8% | -22.0% | +19.1% | +8.3% |
| 6M | -14.9% | -29.7% | +14.8% | +1.5% |
| YTD | -22.0% | +4.7% | -26.8% | -26.1% |
| 1Y | +25.0% | -2.1% | +27.1% | +26.8% |
| All | +25.0% | -3.1% | +28.1% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling