+79.7%
HL vs EMR
+12.5%
+67.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -2.8% |
| 7D | -5.6% | -1.2% | -4.4% | -4.6% |
| 30D | +12.7% | -9.4% | +22.2% | +23.4% |
| 3M | +42.5% | +8.6% | +33.9% | +31.9% |
| 6M | -9.0% | +6.7% | -15.7% | -14.8% |
| YTD | +4.4% | +13.1% | -8.7% | -3.2% |
| All | +79.7% | +12.5% | +67.3% | +70.9% |
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