+137.9%
IEMG vs HST
+109.4%
+28.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -0.9% | +0.7% | -1.5% | -1.0% |
| 30D | +2.1% | -0.7% | +2.8% | +2.3% |
| 3M | +4.6% | -4.0% | +8.6% | +5.6% |
| 6M | +14.0% | +20.7% | -6.7% | +8.0% |
| YTD | +22.3% | +31.0% | -8.7% | +13.2% |
| 1Y | +30.7% | +36.2% | -5.5% | +19.3% |
| 3Y | +83.2% | +66.6% | +16.6% | +55.9% |
| 5Y | +47.0% | +75.8% | -28.8% | +20.7% |
| All | +137.9% | +109.4% | +28.5% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling