+112.8%
HL vs EMR
+87.8%
+25.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -11.1% | +2.8% | -14.0% | -12.8% |
| 30D | -12.1% | +3.7% | -15.7% | -13.9% |
| 3M | -26.1% | +2.0% | -28.1% | -26.9% |
| 6M | -37.7% | +22.1% | -59.9% | -45.1% |
| YTD | -31.7% | +27.2% | -58.9% | -40.8% |
| 1Y | -11.6% | +32.0% | -43.7% | -24.8% |
| 3Y | +249.6% | +103.3% | +146.4% | +113.4% |
| All | +112.8% | +87.8% | +25.1% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling