+2,010.6%
HD vs EMB
+126.0%
+1,884.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.3% | -0.1% | +4.4% | +4.5% |
| 30D | +20.2% | +1.3% | +18.9% | +19.0% |
| 3M | -1.0% | -2.7% | +1.7% | +1.4% |
| 6M | +7.9% | -2.8% | +10.7% | +10.7% |
| YTD | +2.0% | -1.1% | +3.1% | +3.4% |
| 1Y | -4.3% | 0.0% | -4.3% | -3.8% |
| 3Y | +25.9% | +28.8% | -2.9% | +4.8% |
| 5Y | +5.8% | +6.0% | -0.1% | +1.0% |
| 10Y | +262.5% | +29.1% | +233.4% | +211.5% |
| All | +2,010.6% | +126.0% | +1,884.7% | +1,275.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling