+130.8%
HL vs EME
+61,154.1%
-61,023.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.7% |
| 7D | +0.4% | +2.7% | -2.3% | -0.6% |
| 30D | +18.8% | -6.8% | +25.6% | +21.5% |
| 3M | +43.7% | -8.8% | +52.6% | +47.3% |
| 6M | -1.0% | +5.0% | -6.0% | -3.2% |
| YTD | +8.7% | +23.5% | -14.8% | +0.6% |
| 1Y | +105.0% | +21.3% | +83.7% | +88.9% |
| 3Y | +427.3% | +241.1% | +186.2% | +229.1% |
| 5Y | +249.3% | +549.2% | -299.9% | +72.7% |
| 10Y | +284.2% | +1,306.4% | -1,022.2% | +37.9% |
| All | +130.8% | +61,154.1% | -61,023.3% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling