+217.2%
HPQ vs EMR
+274.4%
-57.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.4% | +1.8% |
| 7D | +3.5% | -1.2% | +4.7% | +4.2% |
| 30D | +13.7% | -9.4% | +23.1% | +20.3% |
| 3M | +33.9% | +8.6% | +25.3% | +25.8% |
| 6M | +80.9% | +6.7% | +74.2% | +69.7% |
| YTD | +52.6% | +13.1% | +39.5% | +36.4% |
| 1Y | +21.2% | +12.7% | +8.5% | +8.2% |
| 3Y | +26.9% | +58.1% | -31.2% | -11.4% |
| 5Y | +41.1% | +63.6% | -22.5% | -4.5% |
| All | +217.2% | +274.4% | -57.2% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling