+25.6%
HPQ vs EMB
-0.5%
+26.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +6.9% | 0.0% | +7.0% | +7.0% |
| 30D | +14.4% | -0.3% | +14.7% | +15.3% |
| 3M | +25.6% | -0.4% | +26.0% | +25.3% |
| All | +25.6% | -0.5% | +26.1% | +25.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling