+575.2%
HLT vs EME
+1,362.1%
-786.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -1.6% |
| 7D | -1.6% | +3.5% | -5.1% | -3.0% |
| 30D | -5.0% | -6.3% | +1.3% | -3.0% |
| 3M | -10.4% | -3.8% | -6.6% | -10.5% |
| 6M | +3.2% | +8.5% | -5.3% | -2.3% |
| YTD | +6.7% | +27.8% | -21.1% | -6.3% |
| 1Y | +10.3% | +22.2% | -12.0% | -3.8% |
| 3Y | +99.3% | +253.5% | -154.1% | -0.2% |
| 5Y | +143.7% | +578.6% | -434.9% | -13.7% |
| All | +575.2% | +1,362.1% | -786.9% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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