+114.1%
EEM vs HWM
+1,599.0%
-1,484.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | -0.9% | -1.8% | +0.9% | -0.5% |
| 30D | -9.3% | -2.7% | -6.6% | -9.0% |
| 3M | -7.1% | -22.7% | +15.7% | -1.8% |
| 6M | -10.4% | -18.9% | +8.6% | -6.5% |
| YTD | +11.3% | +7.1% | +4.2% | +8.3% |
| 1Y | +11.3% | +4.7% | +6.6% | +8.8% |
| 3Y | +69.6% | +345.6% | -276.0% | +14.0% |
| 5Y | +33.6% | +588.3% | -554.6% | -20.2% |
| 10Y | +114.1% | +1,516.2% | -1,402.0% | +3.9% |
| All | +114.1% | +1,599.0% | -1,484.9% | +3.9% |
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