+563.1%
HPE vs EEM
+133.3%
+429.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.3% | +11.2% | +11.4% |
| 7D | +19.4% | -1.3% | +20.7% | +20.9% |
| 30D | +5.6% | +2.1% | +3.5% | +3.8% |
| 3M | +33.1% | +1.0% | +32.0% | +31.8% |
| 6M | +192.5% | +15.9% | +176.5% | +158.3% |
| YTD | +160.9% | +24.6% | +136.3% | +116.0% |
| 1Y | +155.0% | +32.3% | +122.7% | +101.0% |
| 3Y | +289.4% | +85.9% | +203.5% | +132.6% |
| 5Y | +395.7% | +45.4% | +350.3% | +257.7% |
| All | +563.1% | +133.3% | +429.8% | +238.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling