+243.8%
HPQ vs EMB
+30.3%
+213.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.1% | +8.5% | +8.5% |
| 7D | +9.8% | -1.2% | +11.0% | +11.4% |
| 30D | +22.4% | -1.3% | +23.6% | +24.4% |
| 3M | +45.2% | -1.8% | +46.9% | +48.6% |
| 6M | +96.4% | +0.2% | +96.2% | +95.9% |
| YTD | +65.4% | +0.4% | +65.0% | +64.5% |
| 1Y | +31.6% | +2.8% | +28.8% | +26.9% |
| 3Y | +37.0% | +29.1% | +7.9% | -0.8% |
| 5Y | +53.0% | +6.3% | +46.7% | +45.4% |
| All | +243.8% | +30.3% | +213.5% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling