+240.1%
HL vs IEMG
+137.7%
+102.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -1.7% |
| 7D | -5.6% | -0.9% | -4.7% | -4.7% |
| 30D | +12.7% | +2.1% | +10.6% | +10.4% |
| 3M | +42.5% | +4.6% | +37.9% | +36.2% |
| 6M | -9.0% | +14.0% | -23.0% | -20.4% |
| YTD | +4.4% | +22.3% | -17.9% | -14.5% |
| 1Y | +82.7% | +30.7% | +52.0% | +40.1% |
| 3Y | +406.3% | +83.2% | +323.1% | +175.5% |
| 5Y | +238.2% | +47.0% | +191.2% | +133.5% |
| 10Y | +268.9% | +139.9% | +129.0% | +58.2% |
| All | +240.1% | +137.7% | +102.4% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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