+854.3%
EEM vs HST
+567.4%
+286.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.7% |
| 7D | +2.3% | -1.0% | +3.4% | +2.7% |
| 30D | +4.5% | -12.3% | +16.8% | +9.8% |
| 3M | -0.1% | -6.4% | +6.3% | +2.2% |
| 6M | +16.9% | +15.0% | +1.9% | +10.3% |
| YTD | +26.2% | +30.5% | -4.3% | +13.2% |
| 1Y | +40.5% | +35.7% | +4.8% | +23.6% |
| 3Y | +86.2% | +68.4% | +17.8% | +47.1% |
| 5Y | +45.5% | +73.1% | -27.7% | +9.3% |
| 10Y | +128.6% | +92.7% | +35.9% | +45.6% |
| All | +854.3% | +567.4% | +286.9% | +216.1% |
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