+243.8%
HPQ vs EME
+1,362.1%
-1,118.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.3% | +4.1% | +6.7% |
| 7D | +9.8% | +3.5% | +6.2% | +8.2% |
| 30D | +22.4% | -6.3% | +28.7% | +25.0% |
| 3M | +45.2% | -3.8% | +48.9% | +44.0% |
| 6M | +96.4% | +8.5% | +87.9% | +82.7% |
| YTD | +65.4% | +27.8% | +37.6% | +41.1% |
| 1Y | +31.6% | +22.2% | +9.4% | +12.4% |
| 3Y | +37.0% | +253.5% | -216.4% | -36.9% |
| 5Y | +53.0% | +578.6% | -525.6% | -52.1% |
| All | +243.8% | +1,362.1% | -1,118.3% | -28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling