+32.5%
EEM vs HAL
+69.2%
-36.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -2.0% |
| 7D | -0.7% | -3.3% | +2.6% | -0.5% |
| 30D | +2.4% | +7.2% | -4.8% | +2.0% |
| 3M | +4.2% | -8.8% | +12.9% | +4.9% |
| 6M | +14.8% | +3.0% | +11.8% | +13.5% |
| YTD | +23.1% | +29.4% | -6.3% | +18.7% |
| 1Y | +32.5% | +62.8% | -30.3% | +27.3% |
| All | +32.5% | +69.2% | -36.7% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 1y: compounded portfolio wealth divided by compounded HAL 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…
1y analysis · Full analysis span regression · 6 months rolling