+159.2%
EMB vs HBM
+456.2%
-296.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.2% |
| 7D | -0.9% | +2.2% | -3.2% | -1.0% |
| 30D | +0.4% | -11.8% | +12.2% | +0.9% |
| 3M | -3.1% | -19.2% | +16.1% | -2.2% |
| 6M | -2.1% | -22.9% | +20.8% | -1.3% |
| YTD | -1.1% | +7.8% | -8.9% | -2.4% |
| 1Y | -0.1% | +34.9% | -35.0% | -2.6% |
| 3Y | +29.6% | +422.2% | -392.6% | +16.2% |
| 5Y | +7.2% | +192.8% | -185.6% | -2.6% |
| 10Y | +35.5% | +281.1% | -245.7% | +15.4% |
| All | +159.2% | +456.2% | -296.9% | +105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling