+0.8%
HL vs EMR
+4,423.3%
-4,422.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -11.1% | +2.8% | -14.0% | -12.2% |
| 30D | -12.1% | +3.7% | -15.7% | -13.2% |
| 3M | -26.1% | +2.0% | -28.1% | -26.6% |
| 6M | -37.7% | +22.1% | -59.9% | -42.6% |
| YTD | -31.7% | +27.2% | -58.9% | -37.7% |
| 1Y | -11.6% | +32.0% | -43.7% | -20.6% |
| 3Y | +249.6% | +103.3% | +146.4% | +156.7% |
| 5Y | +108.5% | +88.2% | +20.3% | +58.0% |
| 10Y | +127.0% | +280.4% | -153.5% | +26.3% |
| All | +0.8% | +4,423.3% | -4,422.5% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling