+10.8%
HD vs EMB
+7.4%
+3.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -2.1% | 0.0% | -2.0% | -2.0% |
| 30D | -8.4% | -0.3% | -8.1% | -8.0% |
| 3M | +4.3% | -0.4% | +4.8% | +5.1% |
| 6M | -11.1% | +0.1% | -11.3% | -11.0% |
| YTD | -4.7% | +1.6% | -6.3% | -6.1% |
| 1Y | -19.8% | +5.6% | -25.4% | -24.5% |
| 3Y | +4.1% | +29.8% | -25.7% | -21.6% |
| All | +10.8% | +7.4% | +3.4% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling