+856.1%
EEM vs HIG
+479.8%
+376.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.6% |
| 7D | +3.1% | -1.1% | +4.2% | +3.3% |
| 30D | +4.9% | -4.9% | +9.8% | +5.9% |
| 3M | +5.2% | +6.8% | -1.6% | +3.5% |
| 6M | +20.7% | -1.7% | +22.4% | +20.5% |
| YTD | +26.5% | -0.2% | +26.7% | +25.8% |
| 1Y | +37.8% | +5.7% | +32.1% | +35.4% |
| 3Y | +91.0% | +100.3% | -9.3% | +63.4% |
| 5Y | +47.0% | +118.5% | -71.5% | +22.8% |
| 10Y | +125.6% | +309.7% | -184.1% | +59.7% |
| All | +856.1% | +479.8% | +376.3% | +503.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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