+138.4%
HLT vs EMR
+66.6%
+71.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.2% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | -5.0% | -6.8% | +1.7% | -2.0% |
| 3M | -10.4% | +7.5% | -17.9% | -14.0% |
| 6M | +3.2% | +9.9% | -6.6% | -2.5% |
| YTD | +6.7% | +16.0% | -9.2% | -2.9% |
| 1Y | +10.3% | +12.4% | -2.2% | +1.2% |
| 3Y | +99.3% | +60.2% | +39.1% | +46.7% |
| All | +138.4% | +66.6% | +71.8% | +59.4% |
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