+746.2%
EEM vs HIG
+487.6%
+258.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +2.7% | +2.6% | +0.1% | +2.1% |
| 30D | -5.4% | +4.2% | -9.6% | -6.3% |
| 3M | -8.6% | +0.2% | -8.8% | -8.9% |
| 6M | -8.9% | +4.6% | -13.5% | -10.2% |
| YTD | +11.9% | +1.1% | +10.8% | +10.9% |
| 1Y | +13.1% | +4.7% | +8.4% | +11.2% |
| 3Y | +70.7% | +95.5% | -24.8% | +46.5% |
| 5Y | +31.8% | +111.7% | -79.9% | +10.6% |
| 10Y | +119.5% | +263.4% | -143.9% | +58.9% |
| All | +746.2% | +487.6% | +258.6% | +432.1% |
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