+370.3%
HPE vs EMB
+36.5%
+333.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.5% |
| 7D | +7.9% | -0.9% | +8.8% | +9.0% |
| 30D | -23.5% | +0.4% | -23.8% | -23.8% |
| 3M | -19.1% | -3.1% | -16.0% | -16.0% |
| 6M | +51.4% | -2.1% | +53.5% | +55.6% |
| YTD | +103.4% | -1.1% | +104.5% | +106.9% |
| 1Y | +114.4% | -0.1% | +114.4% | +115.5% |
| 3Y | +224.7% | +29.6% | +195.1% | +149.0% |
| 5Y | +277.8% | +7.2% | +270.6% | +258.1% |
| All | +370.3% | +36.5% | +333.8% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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