+246.3%
HPE vs EME
+237.6%
+8.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.8% | -5.5% | -5.9% |
| 7D | +1.4% | +0.9% | +0.5% | +0.9% |
| 30D | +1.5% | -8.4% | +9.9% | +5.7% |
| 3M | +21.7% | -3.6% | +25.3% | +23.4% |
| 6M | +164.2% | +3.6% | +160.6% | +158.2% |
| YTD | +132.1% | +22.5% | +109.5% | +108.2% |
| 1Y | +130.6% | +18.2% | +112.5% | +104.9% |
| All | +246.3% | +237.6% | +8.7% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling