+44.6%
EEM vs HST
+74.0%
-29.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.6% |
| 3M | -0.1% | -6.4% | +6.3% | +1.6% |
| 6M | +16.9% | +15.0% | +1.9% | +11.7% |
| YTD | +26.2% | +30.5% | -4.3% | +16.1% |
| 1Y | +40.5% | +35.7% | +4.8% | +27.4% |
| 3Y | +86.2% | +68.4% | +17.8% | +54.9% |
| All | +44.6% | +74.0% | -29.4% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling