+99.3%
HLT vs EME
+252.2%
-152.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.9% |
| 7D | -1.6% | +3.5% | -5.1% | -2.3% |
| 30D | -5.0% | -6.3% | +1.3% | -3.9% |
| 3M | -10.4% | -3.8% | -6.6% | -10.2% |
| 6M | +3.2% | +8.5% | -5.3% | +0.5% |
| YTD | +6.7% | +27.8% | -21.1% | -0.4% |
| 1Y | +10.3% | +22.2% | -12.0% | +2.2% |
| 3Y | +99.3% | +253.5% | -154.1% | +39.3% |
| All | +99.3% | +252.2% | -152.9% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling