+37.0%
HPQ vs EME
+252.2%
-215.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.3% | +4.1% | +7.8% |
| 7D | +9.8% | +3.5% | +6.2% | +9.2% |
| 30D | +22.4% | -6.3% | +28.7% | +23.3% |
| 3M | +45.2% | -3.8% | +48.9% | +45.7% |
| 6M | +96.4% | +8.5% | +87.9% | +91.0% |
| YTD | +65.4% | +27.8% | +37.6% | +53.4% |
| 1Y | +31.6% | +22.2% | +9.4% | +22.0% |
| 3Y | +37.0% | +253.5% | -216.4% | -6.0% |
| All | +37.0% | +252.2% | -215.2% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling