+228.7%
HL vs EME
+575.5%
-346.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -2.8% |
| 7D | -4.4% | +3.5% | -7.9% | -5.7% |
| 30D | +9.3% | -6.3% | +15.6% | +11.7% |
| 3M | +32.0% | -3.8% | +35.7% | +32.8% |
| 6M | -6.4% | +8.5% | -14.9% | -9.7% |
| YTD | +3.1% | +27.8% | -24.7% | -5.8% |
| 1Y | +77.6% | +22.2% | +55.3% | +61.9% |
| 3Y | +392.8% | +253.5% | +139.4% | +179.5% |
| All | +228.7% | +575.5% | -346.8% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling