+851.2%
EEM vs HPQ
+709.6%
+141.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -2.4% |
| 7D | +2.0% | +2.2% | -0.3% | +1.0% |
| 30D | +5.1% | +9.7% | -4.7% | +0.9% |
| 3M | +4.6% | +32.7% | -28.1% | -7.4% |
| 6M | +17.8% | +77.7% | -59.9% | -8.7% |
| YTD | +25.8% | +51.0% | -25.2% | +3.4% |
| 1Y | +36.4% | +18.4% | +18.0% | +22.4% |
| 3Y | +90.0% | +25.6% | +64.4% | +59.1% |
| 5Y | +46.6% | +38.6% | +7.9% | +11.6% |
| 10Y | +132.3% | +226.1% | -93.9% | +7.3% |
| All | +851.2% | +709.6% | +141.6% | +228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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