+136.2%
IEMG vs HLT
+641.8%
-505.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | -1.6% | +0.3% | -0.7% |
| 30D | +1.9% | -5.0% | +6.9% | +3.7% |
| 3M | +1.4% | -10.4% | +11.8% | +5.1% |
| 6M | +15.2% | +3.2% | +11.9% | +13.5% |
| YTD | +23.8% | +6.7% | +17.1% | +20.4% |
| 1Y | +30.7% | +10.3% | +20.4% | +25.2% |
| 3Y | +83.3% | +99.3% | -16.1% | +40.3% |
| 5Y | +48.8% | +143.7% | -94.9% | +3.3% |
| 10Y | +142.8% | +584.7% | -442.0% | +8.3% |
| All | +136.2% | +641.8% | -505.6% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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