+63.6%
HL vs EMB
+126.0%
-62.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.6% | -1.5% |
| 7D | -11.1% | -0.9% | -10.2% | -9.7% |
| 30D | -12.1% | +0.4% | -12.4% | -12.2% |
| 3M | -26.1% | -3.1% | -23.0% | -21.8% |
| 6M | -37.7% | -2.1% | -35.7% | -34.8% |
| YTD | -31.7% | -1.1% | -30.6% | -29.2% |
| 1Y | -11.6% | -0.1% | -11.6% | -9.8% |
| 3Y | +249.6% | +29.6% | +220.1% | +146.2% |
| 5Y | +108.5% | +7.2% | +101.3% | +95.8% |
| 10Y | +127.0% | +35.5% | +91.5% | +68.5% |
| All | +63.6% | +126.0% | -62.4% | -24.4% |
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