-2.6%
HD vs EEM
+11.5%
-14.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +1.5% | +2.7% | -1.2% | +1.0% |
| 30D | +18.0% | -5.4% | +23.4% | +19.2% |
| 3M | +2.8% | -8.6% | +11.4% | +4.6% |
| 6M | +17.0% | -8.9% | +25.9% | +18.3% |
| YTD | +3.5% | +11.9% | -8.4% | -5.4% |
| 1Y | -2.6% | +13.1% | -15.7% | -10.3% |
| All | -2.6% | +11.5% | -14.1% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling