+2,133.8%
HD vs EEM
+729.9%
+1,403.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.1% | -3.0% |
| 7D | +4.3% | -2.8% | +7.1% | +5.7% |
| 30D | +20.2% | -11.9% | +32.1% | +27.7% |
| 3M | -1.0% | -8.8% | +7.7% | +3.1% |
| 6M | +7.9% | -11.6% | +19.5% | +13.0% |
| YTD | +2.0% | +9.0% | -7.0% | -4.5% |
| 1Y | -4.3% | +10.6% | -14.9% | -11.1% |
| 3Y | +25.9% | +64.4% | -38.4% | -5.5% |
| 5Y | +5.8% | +31.0% | -25.2% | -11.6% |
| 10Y | +262.5% | +105.6% | +156.9% | +138.7% |
| All | +2,133.8% | +729.9% | +1,403.9% | +468.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling