+36.2%
EMB vs HIG
+261.7%
-225.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | -0.9% | +2.6% | -3.5% | -1.2% |
| 30D | +0.4% | +4.2% | -3.8% | -0.2% |
| 3M | -3.1% | +0.2% | -3.3% | -3.2% |
| 6M | -2.1% | +4.6% | -6.7% | -2.8% |
| YTD | -1.1% | +1.1% | -2.2% | -1.5% |
| 1Y | -0.1% | +4.7% | -4.7% | -0.9% |
| 3Y | +29.6% | +95.5% | -65.9% | +17.7% |
| 5Y | +7.2% | +111.7% | -104.5% | -4.4% |
| All | +36.2% | +261.7% | -225.6% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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