+49.9%
IEMG vs HST
+75.9%
-25.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | +4.6% | -2.8% | +7.4% | +5.5% |
| 3M | +4.8% | -6.5% | +11.3% | +6.7% |
| 6M | +16.8% | +20.7% | -3.9% | +10.1% |
| YTD | +24.8% | +30.5% | -5.6% | +14.9% |
| 1Y | +34.3% | +36.8% | -2.5% | +21.6% |
| 3Y | +87.0% | +65.9% | +21.1% | +56.7% |
| 5Y | +49.9% | +73.9% | -24.0% | +21.4% |
| All | +49.9% | +75.9% | -25.9% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling