+362.8%
HPE vs EMB
+7.1%
+355.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.3% |
| 7D | +13.6% | 0.0% | +13.6% | +13.6% |
| 30D | +7.7% | -0.3% | +8.0% | +8.1% |
| 3M | +22.4% | -0.3% | +22.7% | +22.9% |
| 6M | +172.6% | +0.7% | +171.8% | +171.3% |
| YTD | +147.5% | +1.3% | +146.3% | +145.2% |
| 1Y | +151.8% | +4.7% | +147.1% | +141.3% |
| 3Y | +267.1% | +30.1% | +237.0% | +194.2% |
| 5Y | +362.8% | +6.9% | +355.9% | +251.5% |
| All | +362.8% | +7.1% | +355.6% | +251.5% |
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