+131.4%
EEM vs HWM
+1,330.2%
-1,198.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +2.0% | -8.0% | +10.0% | +3.8% |
| 30D | +5.1% | -18.0% | +23.1% | +9.8% |
| 3M | +4.6% | -9.5% | +14.1% | +6.6% |
| 6M | +17.8% | -8.4% | +26.2% | +19.4% |
| YTD | +25.8% | +13.6% | +12.2% | +21.2% |
| 1Y | +36.4% | +30.2% | +6.2% | +27.0% |
| 3Y | +90.0% | +392.2% | -302.2% | +25.4% |
| 5Y | +46.6% | +645.2% | -598.6% | -13.5% |
| All | +131.4% | +1,330.2% | -1,198.8% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling