+489.7%
HPE vs EMB
+30.4%
+459.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.8% | -5.4% | -5.3% |
| 7D | +1.4% | -1.1% | +2.5% | +2.8% |
| 30D | +1.5% | -1.1% | +2.6% | +2.9% |
| 3M | +21.7% | -0.8% | +22.5% | +23.0% |
| 6M | +164.2% | -0.1% | +164.2% | +165.5% |
| YTD | +132.1% | +0.4% | +131.6% | +132.0% |
| 1Y | +130.6% | +3.3% | +127.4% | +123.6% |
| 3Y | +244.1% | +29.0% | +215.1% | +165.6% |
| 5Y | +340.8% | +6.3% | +334.5% | +321.2% |
| All | +489.7% | +30.4% | +459.3% | +373.3% |
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