+6.9%
EMB vs HBM
+392.2%
-385.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | 0.0% | +5.5% | -5.5% | -0.3% |
| 30D | -0.3% | +3.3% | -3.6% | -0.6% |
| 3M | -0.3% | +12.7% | -12.9% | -1.4% |
| 6M | +0.7% | +28.2% | -27.4% | -1.7% |
| YTD | +1.3% | +45.3% | -44.0% | -2.3% |
| 1Y | +4.7% | +121.7% | -117.0% | -2.4% |
| 3Y | +30.1% | +523.5% | -493.4% | +9.5% |
| 5Y | +6.9% | +393.9% | -387.0% | -9.9% |
| All | +6.9% | +392.2% | -385.4% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling