+121.1%
EEM vs HWM
+1,487.1%
-1,365.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.1% |
| 7D | +2.7% | +7.3% | -4.6% | +1.0% |
| 30D | -5.4% | +1.6% | -7.0% | -6.0% |
| 3M | -8.6% | -21.9% | +13.2% | -3.7% |
| 6M | -8.9% | -19.0% | +10.2% | -4.9% |
| YTD | +11.9% | +7.9% | +4.0% | +8.7% |
| 1Y | +13.1% | +9.9% | +3.1% | +9.3% |
| 3Y | +70.7% | +342.1% | -271.5% | +14.8% |
| 5Y | +31.8% | +600.8% | -569.0% | -21.7% |
| All | +121.1% | +1,487.1% | -1,365.9% | +6.4% |
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 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