+132.3%
EEM vs HST
+101.1%
+31.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | +5.1% | -2.8% | +7.9% | +5.9% |
| 3M | +4.6% | -6.5% | +11.1% | +6.3% |
| 6M | +17.8% | +20.7% | -2.9% | +11.5% |
| YTD | +25.8% | +30.5% | -4.6% | +16.5% |
| 1Y | +36.4% | +36.8% | -0.4% | +24.3% |
| 3Y | +90.0% | +65.9% | +24.1% | +61.7% |
| 5Y | +46.6% | +73.9% | -27.3% | +20.5% |
| 10Y | +132.3% | +107.0% | +25.2% | +73.8% |
| All | +132.3% | +101.1% | +31.2% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling