+46.6%
EEM vs HAL
+112.2%
-65.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +2.0% | -1.3% | +3.3% | +2.2% |
| 30D | +5.1% | +10.9% | -5.8% | +3.5% |
| 3M | +4.6% | -5.8% | +10.4% | +5.3% |
| 6M | +17.8% | +8.1% | +9.7% | +15.7% |
| YTD | +25.8% | +33.2% | -7.4% | +19.4% |
| 1Y | +36.4% | +74.2% | -37.8% | +23.6% |
| 3Y | +90.0% | -3.7% | +93.7% | +85.4% |
| 5Y | +46.6% | +111.9% | -65.3% | +21.5% |
| All | +46.6% | +112.2% | -65.6% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling