+746.2%
EEM vs HDB
+3,847.4%
-3,101.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.6% |
| 7D | +2.7% | +2.7% | -0.1% | +1.4% |
| 30D | -5.4% | +14.1% | -19.5% | -11.4% |
| 3M | -8.6% | +11.8% | -20.5% | -13.9% |
| 6M | -8.9% | +8.2% | -17.1% | -13.5% |
| YTD | +11.9% | -29.3% | +41.2% | +29.1% |
| 1Y | +13.1% | -28.8% | +41.9% | +29.8% |
| 3Y | +70.7% | -7.5% | +78.1% | +67.7% |
| 5Y | +31.8% | -23.1% | +54.8% | +36.9% |
| 10Y | +119.5% | +63.7% | +55.8% | +41.9% |
| All | +746.2% | +3,847.4% | -3,101.2% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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