+155.0%
HPE vs EME
+21.8%
+133.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +4.3% | +8.1% | +10.7% |
| 7D | +19.4% | +3.5% | +15.9% | +17.9% |
| 30D | +5.6% | -6.3% | +11.9% | +8.2% |
| 3M | +33.1% | -3.8% | +36.8% | +34.8% |
| 6M | +192.5% | +8.5% | +183.9% | +186.0% |
| YTD | +160.9% | +27.8% | +133.1% | +144.3% |
| 1Y | +155.0% | +22.2% | +132.7% | +125.2% |
| All | +155.0% | +21.8% | +133.1% | +125.2% |
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