+116.4%
HPE vs EEM
+14.8%
+101.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.5% | -6.5% |
| 7D | -17.0% | -3.0% | -14.0% | -14.4% |
| 30D | -26.7% | -10.3% | -16.4% | -18.4% |
| 3M | -4.1% | -6.6% | +2.5% | +3.2% |
| 6M | +75.4% | -3.4% | +78.8% | +85.3% |
| YTD | +111.0% | +13.2% | +97.8% | +85.8% |
| 1Y | +116.4% | +15.0% | +101.4% | +86.6% |
| All | +116.4% | +14.8% | +101.6% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 1y: compounded portfolio wealth divided by compounded EEM 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…
1y analysis · Full analysis span regression · 6 months rolling