+130.0%
HL vs EMB
+36.5%
+93.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.6% | -1.4% |
| 7D | -11.1% | -0.9% | -10.2% | -9.2% |
| 30D | -12.1% | +0.4% | -12.4% | -12.3% |
| 3M | -26.1% | -3.1% | -23.0% | -20.3% |
| 6M | -37.7% | -2.1% | -35.7% | -33.8% |
| YTD | -31.7% | -1.1% | -30.6% | -28.4% |
| 1Y | -11.6% | -0.1% | -11.6% | -9.3% |
| 3Y | +249.6% | +29.6% | +220.1% | +117.8% |
| 5Y | +108.5% | +7.2% | +101.3% | +93.2% |
| All | +130.0% | +36.5% | +93.5% | +5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling