+121.1%
EEM vs HST
+133.7%
-12.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +2.7% | +3.6% | -0.9% | +1.7% |
| 30D | -5.4% | +11.2% | -16.6% | -8.2% |
| 3M | -8.6% | +13.1% | -21.7% | -11.8% |
| 6M | -8.9% | +23.9% | -32.8% | -14.4% |
| YTD | +11.9% | +52.3% | -40.4% | -0.8% |
| 1Y | +13.1% | +56.7% | -43.6% | -0.7% |
| 3Y | +70.7% | +87.5% | -16.9% | +40.4% |
| 5Y | +31.8% | +82.8% | -51.0% | +6.7% |
| All | +121.1% | +133.7% | -12.6% | +62.2% |
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