+362.8%
HPE vs EMR
+60.6%
+302.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.9% |
| 7D | +13.6% | +0.9% | +12.7% | +12.8% |
| 30D | +7.7% | -5.0% | +12.7% | +11.3% |
| 3M | +22.4% | +5.9% | +16.5% | +16.9% |
| 6M | +172.6% | +7.3% | +165.3% | +156.4% |
| YTD | +147.5% | +14.6% | +133.0% | +121.5% |
| 1Y | +151.8% | +15.6% | +136.1% | +123.2% |
| 3Y | +267.1% | +60.2% | +206.9% | +154.0% |
| 5Y | +362.8% | +65.8% | +296.9% | +197.6% |
| All | +362.8% | +60.6% | +302.1% | +197.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling