+741.3%
EEM vs HST
+691.9%
+49.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.3% | -3.2% | 0.0% |
| 7D | -0.9% | +0.6% | -1.4% | -1.1% |
| 30D | -9.3% | +14.5% | -23.8% | -14.0% |
| 3M | -7.1% | +15.4% | -22.5% | -12.2% |
| 6M | -10.4% | +22.0% | -32.4% | -17.4% |
| YTD | +11.3% | +54.9% | -43.6% | -6.7% |
| 1Y | +11.3% | +54.0% | -42.7% | -6.7% |
| 3Y | +69.6% | +90.4% | -20.8% | +27.9% |
| 5Y | +33.6% | +84.2% | -50.6% | -1.8% |
| 10Y | +114.1% | +144.6% | -30.5% | +24.0% |
| All | +741.3% | +691.9% | +49.5% | +160.5% |
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