+131.7%
EMB vs HIG
+137.3%
-5.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | -0.3% | -3.2% | +2.9% | -0.2% |
| 3M | -0.4% | +9.1% | -9.6% | -0.8% |
| 6M | +0.1% | -1.8% | +1.9% | +0.1% |
| YTD | +1.6% | +1.8% | -0.2% | +1.5% |
| 1Y | +5.6% | +4.6% | +1.0% | +5.4% |
| 3Y | +29.8% | +101.6% | -71.8% | +26.2% |
| 5Y | +7.3% | +124.5% | -117.2% | +3.7% |
| 10Y | +30.4% | +317.8% | -287.4% | +22.4% |
| All | +131.7% | +137.3% | -5.6% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling