+7.4%
HAL vs EMB
+29.7%
-22.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.2% |
| 7D | -1.3% | 0.0% | -1.3% | -1.4% |
| 30D | +10.9% | -0.3% | +11.2% | +11.2% |
| 3M | -5.8% | -0.3% | -5.6% | -5.8% |
| 6M | +8.1% | +0.7% | +7.4% | +5.7% |
| YTD | +33.2% | +1.3% | +31.9% | +29.2% |
| 1Y | +74.2% | +4.7% | +69.5% | +59.4% |
| 3Y | -3.7% | +30.1% | -33.8% | -40.3% |
| 5Y | +111.9% | +6.9% | +105.0% | +103.6% |
| 10Y | +7.4% | +30.7% | -23.3% | -12.6% |
| All | +7.4% | +29.7% | -22.3% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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