+87.7%
EEM vs HBM
+506.5%
-418.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +2.0% | +5.5% | -3.5% | +0.7% |
| 30D | +5.1% | +3.3% | +1.8% | +4.1% |
| 3M | +4.6% | +12.7% | -8.1% | +0.9% |
| 6M | +17.8% | +28.2% | -10.4% | +9.8% |
| YTD | +25.8% | +45.3% | -19.5% | +13.7% |
| 1Y | +36.4% | +121.7% | -85.3% | +12.5% |
| All | +87.7% | +506.5% | -418.9% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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