+1,344.7%
EME vs HIG
+313.7%
+1,031.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | +3.5% | -1.5% | +5.0% | +4.2% |
| 30D | -6.3% | -0.4% | -6.0% | -6.3% |
| 3M | -3.8% | +6.7% | -10.4% | -7.5% |
| 6M | +8.5% | +2.0% | +6.5% | +6.1% |
| YTD | +27.8% | +0.3% | +27.5% | +25.6% |
| 1Y | +22.2% | +4.2% | +18.0% | +17.5% |
| 3Y | +253.5% | +102.2% | +151.2% | +140.2% |
| 5Y | +578.6% | +118.5% | +460.1% | +338.2% |
| All | +1,344.7% | +313.7% | +1,031.0% | +566.8% |
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