+1,260.0%
HPQ vs EME
+61,154.1%
-59,894.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.4% | +5.7% |
| 7D | +2.2% | +2.7% | -0.5% | +1.3% |
| 30D | +9.7% | -6.8% | +16.5% | +11.7% |
| 3M | +32.7% | -8.8% | +41.6% | +33.7% |
| 6M | +77.7% | +5.0% | +72.7% | +70.1% |
| YTD | +51.0% | +23.5% | +27.5% | +36.1% |
| 1Y | +18.4% | +21.3% | -2.9% | +6.1% |
| 3Y | +25.6% | +241.1% | -215.5% | -22.6% |
| 5Y | +38.6% | +549.2% | -510.5% | -31.1% |
| 10Y | +226.1% | +1,306.4% | -1,080.3% | +25.7% |
| All | +1,260.0% | +61,154.1% | -59,894.1% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling