+158.3%
HL vs EMB
+132.1%
+26.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +25.1% | -0.3% | +25.4% | +25.8% |
| 3M | +22.9% | -0.4% | +23.3% | +24.4% |
| 6M | -4.9% | +0.1% | -5.0% | -3.9% |
| YTD | +7.8% | +1.6% | +6.2% | +6.6% |
| 1Y | +133.9% | +5.6% | +128.3% | +118.6% |
| 3Y | +380.9% | +29.8% | +351.1% | +235.4% |
| 5Y | +230.2% | +7.3% | +222.9% | +206.9% |
| 10Y | +265.6% | +30.4% | +235.1% | +180.5% |
| All | +158.3% | +132.1% | +26.2% | +13.7% |
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