+677.7%
HPE vs EEM
+144.5%
+533.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.2% | +7.6% | +7.6% |
| 7D | +10.1% | +3.1% | +7.1% | +7.2% |
| 30D | +5.3% | +4.9% | +0.4% | +1.0% |
| 3M | +12.7% | +5.2% | +7.5% | +7.6% |
| 6M | +167.7% | +20.7% | +147.0% | +127.7% |
| YTD | +135.5% | +26.5% | +109.0% | +91.8% |
| 1Y | +143.4% | +37.8% | +105.5% | +84.5% |
| 3Y | +249.2% | +91.0% | +158.2% | +102.3% |
| 5Y | +343.8% | +47.0% | +296.8% | +215.9% |
| 10Y | +495.9% | +125.6% | +370.3% | +183.9% |
| All | +677.7% | +144.5% | +533.1% | +217.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling