+120.0%
EEM vs HLT
+641.8%
-521.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.3% | -1.6% | +0.4% | -0.7% |
| 30D | +2.1% | -5.0% | +7.1% | +3.9% |
| 3M | +1.0% | -10.4% | +11.4% | +4.8% |
| 6M | +15.9% | +3.2% | +12.7% | +14.2% |
| YTD | +24.6% | +6.7% | +17.9% | +21.2% |
| 1Y | +32.3% | +10.3% | +22.0% | +26.7% |
| 3Y | +85.9% | +99.3% | -13.4% | +41.5% |
| 5Y | +45.4% | +143.7% | -98.3% | +0.1% |
| 10Y | +130.1% | +584.7% | -454.7% | +0.2% |
| All | +120.0% | +641.8% | -521.9% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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