+91.0%
EEM vs HST
+67.0%
+24.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.7% |
| 7D | +2.3% | -1.0% | +3.4% | +2.6% |
| 30D | +4.5% | -12.3% | +16.8% | +8.5% |
| 3M | -0.1% | -6.4% | +6.3% | +1.6% |
| 6M | +16.9% | +15.0% | +1.9% | +11.6% |
| YTD | +26.2% | +30.5% | -4.3% | +16.3% |
| 1Y | +40.5% | +35.7% | +4.8% | +27.8% |
| All | +91.0% | +67.0% | +24.0% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling