+717.5%
HPE vs EME
+1,657.0%
-939.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.6% | +6.4% |
| 7D | +13.6% | +2.7% | +10.9% | +11.9% |
| 30D | +7.7% | -6.8% | +14.5% | +11.7% |
| 3M | +22.4% | -8.8% | +31.2% | +27.7% |
| 6M | +172.6% | +5.0% | +167.6% | +162.1% |
| YTD | +147.5% | +23.5% | +124.0% | +115.6% |
| 1Y | +151.8% | +21.3% | +130.5% | +116.4% |
| 3Y | +267.1% | +241.1% | +26.0% | +65.9% |
| 5Y | +362.8% | +549.2% | -186.4% | +39.0% |
| 10Y | +540.2% | +1,306.4% | -766.2% | +11.1% |
| All | +717.5% | +1,657.0% | -939.5% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling