+856.1%
EEM vs HL
+551.3%
+304.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | +3.1% | +7.1% | -4.0% | +1.8% |
| 30D | +4.9% | +21.4% | -16.6% | +1.0% |
| 3M | +5.2% | +37.4% | -32.2% | -1.2% |
| 6M | +20.7% | +0.4% | +20.3% | +19.1% |
| YTD | +26.5% | +6.7% | +19.8% | +21.9% |
| 1Y | +37.8% | +102.4% | -64.5% | +17.0% |
| 3Y | +91.0% | +417.4% | -326.4% | +30.0% |
| 5Y | +47.0% | +243.3% | -196.3% | +2.8% |
| 10Y | +125.6% | +242.6% | -117.0% | +30.7% |
| All | +856.1% | +551.3% | +304.8% | +241.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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