+133.9%
HL vs EMR
+19.4%
+114.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -4.1% |
| 7D | +1.5% | -1.5% | +3.0% | +2.9% |
| 30D | +25.1% | -5.6% | +30.7% | +31.8% |
| 3M | +22.9% | +7.9% | +15.0% | +14.6% |
| 6M | -4.9% | +6.0% | -10.9% | -10.4% |
| YTD | +7.8% | +16.4% | -8.6% | -2.8% |
| 1Y | +133.9% | +16.6% | +117.3% | +112.1% |
| All | +133.9% | +19.4% | +114.4% | +112.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling