+117.6%
IEMG vs HST
+194.2%
-76.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +2.7% | +3.6% | -0.9% | +1.6% |
| 30D | -5.7% | +11.2% | -16.9% | -8.7% |
| 3M | -8.8% | +13.1% | -21.9% | -12.2% |
| 6M | -8.9% | +23.9% | -32.8% | -14.8% |
| YTD | +11.2% | +52.3% | -41.1% | -2.4% |
| 1Y | +12.2% | +56.7% | -44.5% | -2.4% |
| 3Y | +68.5% | +87.5% | -19.0% | +36.5% |
| 5Y | +34.3% | +82.8% | -48.4% | +6.8% |
| 10Y | +131.1% | +134.6% | -3.4% | +55.0% |
| All | +117.6% | +194.2% | -76.6% | +28.9% |
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