+238.2%
HL vs EMB
+6.1%
+232.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -2.4% |
| 7D | -5.6% | -1.1% | -4.5% | -3.5% |
| 30D | +12.7% | -1.1% | +13.8% | +15.4% |
| 3M | +42.5% | -0.8% | +43.3% | +45.5% |
| 6M | -9.0% | -0.1% | -8.9% | -7.5% |
| YTD | +4.4% | +0.4% | +3.9% | +5.2% |
| 1Y | +82.7% | +3.3% | +79.4% | +75.4% |
| 3Y | +406.3% | +29.0% | +377.2% | +233.3% |
| 5Y | +238.2% | +6.3% | +231.8% | +142.3% |
| All | +238.2% | +6.1% | +232.1% | +142.3% |
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