+724.1%
EEM vs HST
+651.9%
+72.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -2.8% | -2.7% | -0.1% | -1.7% |
| 30D | -11.9% | +10.7% | -22.6% | -15.4% |
| 3M | -8.8% | +6.3% | -15.0% | -11.0% |
| 6M | -11.6% | +19.0% | -30.6% | -17.8% |
| YTD | +9.0% | +47.0% | -38.0% | -6.7% |
| 1Y | +10.6% | +53.4% | -42.9% | -7.2% |
| 3Y | +64.4% | +78.0% | -13.6% | +27.3% |
| 5Y | +31.0% | +71.7% | -40.6% | -0.9% |
| 10Y | +105.6% | +146.2% | -40.6% | +18.5% |
| All | +724.1% | +651.9% | +72.3% | +160.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling