+261.2%
HL vs EMR
+274.4%
-13.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.2% |
| 7D | -5.6% | -1.2% | -4.4% | -5.0% |
| 30D | +12.7% | -9.4% | +22.2% | +19.5% |
| 3M | +42.5% | +8.6% | +33.9% | +36.0% |
| 6M | -9.0% | +6.7% | -15.7% | -12.0% |
| YTD | +4.4% | +13.1% | -8.7% | -1.6% |
| 1Y | +82.7% | +12.7% | +69.9% | +72.2% |
| 3Y | +406.3% | +58.1% | +348.2% | +283.8% |
| 5Y | +238.2% | +63.6% | +174.5% | +148.6% |
| All | +261.2% | +274.4% | -13.1% | +82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling