+91.0%
EEM vs HWM
+385.3%
-294.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.7% | +10.9% | +2.4% |
| 7D | +3.1% | -9.2% | +12.2% | +5.0% |
| 30D | +4.9% | -17.9% | +22.7% | +9.0% |
| 3M | +5.2% | -6.0% | +11.3% | +6.1% |
| 6M | +20.7% | -7.4% | +28.1% | +21.8% |
| YTD | +26.5% | +13.1% | +13.4% | +22.8% |
| 1Y | +37.8% | +29.3% | +8.5% | +30.5% |
| 3Y | +91.0% | +389.9% | -298.9% | +37.1% |
| All | +91.0% | +385.3% | -294.4% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling