+563.1%
HPE vs EME
+1,362.1%
-799.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +4.3% | +8.1% | +10.1% |
| 7D | +19.4% | +3.5% | +15.9% | +17.4% |
| 30D | +5.6% | -6.3% | +11.9% | +9.3% |
| 3M | +33.1% | -3.8% | +36.8% | +35.1% |
| 6M | +192.5% | +8.5% | +183.9% | +177.2% |
| YTD | +160.9% | +27.8% | +133.1% | +124.3% |
| 1Y | +155.0% | +22.2% | +132.7% | +119.5% |
| 3Y | +289.4% | +253.5% | +35.9% | +76.1% |
| 5Y | +395.7% | +578.6% | -183.0% | +49.7% |
| All | +563.1% | +1,362.1% | -799.0% | +28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling