+635.0%
HLT vs EMB
+58.5%
+576.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.7% |
| 7D | -2.6% | -1.1% | -1.5% | -1.3% |
| 30D | -2.6% | -1.1% | -1.6% | -1.4% |
| 3M | -9.4% | -0.8% | -8.7% | -8.6% |
| 6M | +2.7% | -0.1% | +2.8% | +3.0% |
| YTD | +6.8% | +0.4% | +6.3% | +6.5% |
| 1Y | +12.4% | +3.3% | +9.1% | +8.4% |
| 3Y | +100.2% | +29.0% | +71.1% | +48.7% |
| 5Y | +143.7% | +6.3% | +137.4% | +131.4% |
| 10Y | +584.9% | +29.7% | +555.2% | +415.4% |
| All | +635.0% | +58.5% | +576.6% | +372.0% |
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