+312.0%
EEM vs HBM
+613.3%
-301.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.8% | +2.0% |
| 7D | +2.3% | -6.4% | +8.7% | +3.8% |
| 30D | +4.5% | +5.9% | -1.4% | +3.0% |
| 3M | -0.1% | -8.9% | +8.8% | +1.2% |
| 6M | +16.9% | +10.7% | +6.3% | +12.7% |
| YTD | +26.2% | +38.3% | -12.0% | +15.2% |
| 1Y | +40.5% | +121.3% | -80.8% | +14.9% |
| 3Y | +86.2% | +450.6% | -364.4% | +19.8% |
| 5Y | +45.5% | +338.0% | -292.5% | -7.1% |
| 10Y | +128.6% | +578.6% | -450.0% | +9.0% |
| All | +312.0% | +613.3% | -301.4% | +48.7% |
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