+109.7%
EEM vs HWM
+1,278.2%
-1,168.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.2% | +1.9% |
| 7D | +0.7% | +5.0% | -4.3% | -0.4% |
| 30D | -6.2% | +1.5% | -7.7% | -6.8% |
| 3M | -5.2% | -20.3% | +15.1% | -0.6% |
| 6M | -8.1% | -18.0% | +9.9% | -4.5% |
| YTD | +14.0% | +9.5% | +4.5% | +10.4% |
| 1Y | +13.8% | +7.5% | +6.4% | +10.6% |
| 3Y | +73.7% | +355.7% | -281.9% | +16.6% |
| 5Y | +34.6% | +610.2% | -575.7% | -19.8% |
| 10Y | +123.6% | +1,516.8% | -1,393.2% | +11.7% |
| All | +109.7% | +1,278.2% | -1,168.5% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling