+145.4%
IEMG vs HST
+152.1%
-6.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +2.2% | -1.0% | +3.3% | +2.5% |
| 30D | +4.6% | -12.3% | +16.9% | +8.6% |
| 3M | +0.4% | -6.4% | +6.7% | +2.1% |
| 6M | +16.4% | +15.0% | +1.3% | +11.3% |
| YTD | +25.4% | +30.5% | -5.1% | +15.4% |
| 1Y | +38.3% | +35.7% | +2.6% | +25.4% |
| 3Y | +84.1% | +68.4% | +15.7% | +53.8% |
| 5Y | +49.0% | +73.1% | -24.1% | +20.3% |
| 10Y | +141.8% | +92.7% | +49.1% | +72.7% |
| All | +145.4% | +152.1% | -6.7% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling