+34.1%
EEM vs HWM
+565.4%
-531.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +1.6% |
| 7D | -0.1% | +1.6% | -1.7% | -0.6% |
| 30D | -8.6% | -3.9% | -4.7% | -7.9% |
| 3M | -7.0% | -23.2% | +16.2% | -1.1% |
| 6M | -9.7% | -20.0% | +10.3% | -5.1% |
| YTD | +12.1% | +5.7% | +6.4% | +9.2% |
| 1Y | +14.1% | +4.9% | +9.2% | +11.2% |
| 3Y | +72.1% | +347.0% | -274.9% | +6.0% |
| 5Y | +34.1% | +563.0% | -528.9% | -29.9% |
| All | +34.1% | +565.4% | -531.3% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling