+130.1%
HPQ vs EMB
+132.1%
-2.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +6.9% | 0.0% | +7.0% | +6.9% |
| 30D | +14.4% | -0.3% | +14.7% | +14.8% |
| 3M | +25.6% | -0.4% | +26.0% | +26.1% |
| 6M | +75.0% | +0.1% | +74.9% | +75.0% |
| YTD | +50.7% | +1.6% | +49.1% | +48.9% |
| 1Y | +18.7% | +5.6% | +13.0% | +13.8% |
| 3Y | +21.5% | +29.8% | -8.3% | +0.2% |
| 5Y | +31.6% | +7.3% | +24.3% | +23.7% |
| 10Y | +216.1% | +30.4% | +185.6% | +168.5% |
| All | +130.1% | +132.1% | -2.0% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling