+2,903.2%
HPQ vs EMR
+4,039.8%
-1,136.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.3% |
| 7D | +6.9% | -1.5% | +8.5% | +7.7% |
| 30D | +14.4% | -5.6% | +20.1% | +17.8% |
| 3M | +25.6% | +7.9% | +17.7% | +19.2% |
| 6M | +75.0% | +6.0% | +69.0% | +65.8% |
| YTD | +50.7% | +16.4% | +34.2% | +34.5% |
| 1Y | +18.7% | +16.6% | +2.0% | +5.5% |
| 3Y | +21.5% | +62.9% | -41.3% | -12.1% |
| 5Y | +31.6% | +60.1% | -28.5% | -4.0% |
| 10Y | +216.1% | +268.7% | -52.7% | +41.7% |
| All | +2,903.2% | +4,039.8% | -1,136.6% | +231.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling