+129.2%
HPE vs EMR
+19.4%
+109.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -5.6% |
| 7D | -0.6% | -1.5% | +0.9% | +0.3% |
| 30D | -2.3% | -5.6% | +3.3% | +1.2% |
| 3M | -2.9% | +7.9% | -10.8% | -7.7% |
| 6M | +143.6% | +6.0% | +137.5% | +131.9% |
| YTD | +118.5% | +16.4% | +102.1% | +96.5% |
| 1Y | +129.2% | +16.6% | +112.6% | +102.9% |
| All | +129.2% | +19.4% | +109.8% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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