+7.4%
HD vs EEM
+45.8%
-38.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -1.2% | +3.1% | -4.3% | -2.5% |
| 30D | -11.1% | +4.9% | -16.0% | -13.0% |
| 3M | +2.0% | +5.2% | -3.2% | -0.8% |
| 6M | -10.5% | +20.7% | -31.2% | -19.2% |
| YTD | -6.9% | +26.5% | -33.3% | -18.0% |
| 1Y | -23.2% | +37.8% | -61.0% | -35.5% |
| 3Y | +3.1% | +91.0% | -87.9% | -27.5% |
| 5Y | +7.4% | +47.0% | -39.6% | -17.6% |
| All | +7.4% | +45.8% | -38.4% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling