+19.6%
HAL vs EMB
+126.0%
-106.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -12.0% | -0.1% | -11.9% | -11.9% |
| 30D | +0.3% | +1.3% | -1.0% | -1.2% |
| 3M | -1.6% | -2.7% | +1.1% | +1.3% |
| 6M | -20.5% | -2.8% | -17.7% | -18.2% |
| YTD | +14.2% | -1.1% | +15.3% | +15.0% |
| 1Y | +18.9% | 0.0% | +18.9% | +18.1% |
| 3Y | -13.7% | +28.8% | -42.5% | -36.1% |
| 5Y | +42.2% | +6.0% | +36.2% | +32.1% |
| 10Y | -16.7% | +29.1% | -45.8% | -30.7% |
| All | +19.6% | +126.0% | -106.4% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling