+43.6%
EEM vs HRB
+109.9%
-66.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -0.7% | -12.2% | +11.5% | -0.4% |
| 30D | +2.4% | -3.0% | +5.4% | +2.4% |
| 3M | +4.2% | +21.7% | -17.6% | +3.3% |
| 6M | +14.8% | +52.3% | -37.5% | +12.0% |
| YTD | +23.1% | +6.5% | +16.6% | +24.0% |
| 1Y | +32.5% | -6.7% | +39.2% | +35.2% |
| 3Y | +85.9% | +25.1% | +60.8% | +81.2% |
| 5Y | +43.6% | +113.8% | -70.2% | +31.6% |
| All | +43.6% | +109.9% | -66.3% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 5y: compounded portfolio wealth divided by compounded HRB 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…
5y analysis · Full analysis span regression · 6 months rolling