+116.4%
HPE vs EME
-3.1%
+119.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -9.6% | +4.0% | -0.5% |
| 7D | -17.0% | -5.8% | -11.2% | -14.3% |
| 30D | -26.7% | -17.9% | -8.8% | -18.8% |
| 3M | -4.1% | -22.0% | +17.8% | +9.0% |
| 6M | +75.4% | -29.7% | +105.1% | +108.3% |
| YTD | +111.0% | +4.7% | +106.3% | +108.1% |
| 1Y | +116.4% | -2.1% | +118.6% | +123.8% |
| All | +116.4% | -3.1% | +119.5% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling