+261.0%
HPE vs EMB
+7.9%
+253.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.7% |
| 7D | +0.3% | -0.4% | +0.7% | +0.9% |
| 30D | -28.6% | +1.1% | -29.6% | -29.4% |
| 3M | -7.4% | -2.0% | -5.4% | -5.2% |
| 6M | +63.7% | -1.9% | +65.6% | +67.8% |
| YTD | +111.7% | -0.5% | +112.2% | +113.9% |
| 1Y | +123.5% | +0.1% | +123.4% | +124.5% |
| 3Y | +238.7% | +29.7% | +209.0% | +171.6% |
| 5Y | +261.0% | +8.1% | +252.9% | +212.0% |
| All | +261.0% | +7.9% | +253.1% | +212.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling