+114.4%
HPE vs EMR
+29.1%
+85.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.8% | -3.8% |
| 7D | +7.9% | +2.8% | +5.0% | +5.8% |
| 30D | -23.5% | +3.7% | -27.1% | -25.0% |
| 3M | -19.1% | +2.0% | -21.1% | -20.0% |
| 6M | +51.4% | +22.1% | +29.3% | +34.0% |
| YTD | +103.4% | +27.2% | +76.2% | +77.2% |
| 1Y | +114.4% | +32.0% | +82.4% | +81.4% |
| All | +114.4% | +29.1% | +85.3% | +81.4% |
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