+29.6%
EMB vs HBM
+619.2%
-589.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -1.2% | -3.3% | +2.1% | -1.0% |
| 30D | -1.3% | -4.8% | +3.6% | -1.1% |
| 3M | -1.8% | -0.4% | -1.4% | -2.0% |
| 6M | +0.2% | +17.9% | -17.7% | -1.4% |
| YTD | +0.4% | +33.7% | -33.3% | -2.3% |
| 1Y | +2.8% | +95.6% | -92.8% | -2.4% |
| 3Y | +29.1% | +458.1% | -429.0% | +13.2% |
| 5Y | +6.3% | +329.0% | -322.7% | -7.1% |
| All | +29.6% | +619.2% | -589.6% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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