+38.6%
HPQ vs EMB
+7.1%
+31.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.1% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +9.7% | -0.3% | +10.0% | +10.1% |
| 3M | +32.7% | -0.3% | +33.0% | +33.2% |
| 6M | +77.7% | +0.7% | +77.0% | +76.4% |
| YTD | +51.0% | +1.3% | +49.7% | +49.0% |
| 1Y | +18.4% | +4.7% | +13.7% | +12.8% |
| 3Y | +25.6% | +30.1% | -4.5% | -3.3% |
| 5Y | +38.6% | +6.9% | +31.8% | +17.1% |
| All | +38.6% | +7.1% | +31.5% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling