+210.2%
HD vs EEM
+128.0%
+82.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -1.8% | +2.0% | -3.8% | -2.9% |
| 30D | -10.8% | +5.1% | -15.9% | -13.5% |
| 3M | -2.7% | +4.6% | -7.3% | -6.0% |
| 6M | -10.3% | +17.8% | -28.1% | -20.0% |
| YTD | -7.8% | +25.8% | -33.6% | -21.3% |
| 1Y | -23.1% | +36.4% | -59.5% | -37.8% |
| 3Y | +2.0% | +90.0% | -88.0% | -33.8% |
| 5Y | +6.2% | +46.6% | -40.4% | -19.3% |
| 10Y | +210.2% | +132.3% | +77.9% | +80.0% |
| All | +210.2% | +128.0% | +82.2% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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