+621.7%
HPE vs EMB
+46.2%
+575.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -2.3% | -0.3% | -2.0% | -1.9% |
| 3M | -2.9% | -0.4% | -2.4% | -2.2% |
| 6M | +143.6% | +0.1% | +143.4% | +144.2% |
| YTD | +118.5% | +1.6% | +116.9% | +115.5% |
| 1Y | +129.2% | +5.6% | +123.6% | +116.2% |
| 3Y | +212.5% | +29.8% | +182.7% | +136.8% |
| 5Y | +286.9% | +7.3% | +279.6% | +266.2% |
| 10Y | +432.3% | +30.4% | +401.9% | +306.1% |
| All | +621.7% | +46.2% | +575.5% | +279.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling