+40.5%
EEM vs HWM
+48.6%
-8.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | +2.3% | -2.1% | +4.4% | +2.9% |
| 30D | +4.5% | -11.0% | +15.5% | +8.3% |
| 3M | -0.1% | +4.0% | -4.1% | -2.0% |
| 6M | +16.9% | -0.2% | +17.2% | +15.1% |
| YTD | +26.2% | +26.7% | -0.4% | +17.3% |
| 1Y | +40.5% | +44.7% | -4.2% | +28.4% |
| All | +40.5% | +48.6% | -8.1% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling