+228.7%
HL vs EMR
+66.6%
+162.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -2.9% |
| 7D | -4.4% | -0.4% | -3.9% | -4.1% |
| 30D | +9.3% | -6.8% | +16.1% | +14.4% |
| 3M | +32.0% | +7.5% | +24.5% | +25.8% |
| 6M | -6.4% | +9.9% | -16.3% | -11.9% |
| YTD | +3.1% | +16.0% | -12.8% | -5.0% |
| 1Y | +77.6% | +12.4% | +65.1% | +66.2% |
| 3Y | +392.8% | +60.2% | +332.6% | +255.9% |
| All | +228.7% | +66.6% | +162.0% | +107.8% |
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