+18.7%
HPQ vs EME
+19.7%
-1.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +2.3% |
| 7D | +6.9% | +1.9% | +5.1% | +7.1% |
| 30D | +14.4% | -8.3% | +22.7% | +13.9% |
| 3M | +25.6% | -10.7% | +36.4% | +27.2% |
| 6M | +75.0% | +1.9% | +73.1% | +74.8% |
| YTD | +50.7% | +23.5% | +27.2% | +45.7% |
| 1Y | +18.7% | +18.0% | +0.7% | +12.4% |
| All | +18.7% | +19.7% | -1.0% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling