+265.3%
EEM vs HBM
+456.2%
-190.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.1% |
| 7D | +2.7% | +2.2% | +0.4% | +2.1% |
| 30D | -5.4% | -11.8% | +6.4% | -2.9% |
| 3M | -8.6% | -19.2% | +10.6% | -4.7% |
| 6M | -8.9% | -22.9% | +14.0% | -4.8% |
| YTD | +11.9% | +7.8% | +4.1% | +7.5% |
| 1Y | +13.1% | +34.9% | -21.8% | +3.3% |
| 3Y | +70.7% | +422.2% | -351.6% | +11.1% |
| 5Y | +31.8% | +192.8% | -161.1% | -8.0% |
| 10Y | +119.5% | +281.1% | -161.6% | +20.0% |
| All | +265.3% | +456.2% | -190.9% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling