+18.7%
HPQ vs EMR
+19.4%
-0.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.8% |
| 7D | +6.9% | -1.5% | +8.5% | +7.3% |
| 30D | +14.4% | -5.6% | +20.1% | +15.9% |
| 3M | +25.6% | +7.9% | +17.7% | +22.8% |
| 6M | +75.0% | +6.0% | +69.0% | +71.7% |
| YTD | +50.7% | +16.4% | +34.2% | +41.0% |
| 1Y | +18.7% | +16.6% | +2.0% | +8.1% |
| All | +18.7% | +19.4% | -0.8% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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