+151.8%
HYG vs EEM
+146.4%
+5.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | -0.6% | +2.4% | -3.0% | -1.2% |
| 3M | +0.4% | +4.2% | -3.7% | -0.8% |
| 6M | +1.2% | +14.8% | -13.5% | -2.6% |
| YTD | +1.5% | +23.1% | -21.6% | -4.1% |
| 1Y | +3.2% | +32.5% | -29.4% | -4.2% |
| 3Y | +25.9% | +85.9% | -60.0% | +7.2% |
| 5Y | +18.6% | +43.6% | -25.0% | +6.6% |
| 10Y | +55.8% | +127.2% | -71.4% | +23.3% |
| All | +151.8% | +146.4% | +5.4% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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