+303.5%
EWY vs HPE
+581.3%
-277.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +12.4% | -9.2% | -0.8% |
| 7D | -0.1% | +19.4% | -19.5% | -6.1% |
| 30D | +7.3% | +5.6% | +1.7% | +4.8% |
| 3M | -5.1% | +33.1% | -38.2% | -14.2% |
| 6M | +42.1% | +192.5% | -150.4% | -1.1% |
| YTD | +94.1% | +160.9% | -66.8% | +39.5% |
| 1Y | +147.8% | +155.0% | -7.1% | +78.3% |
| 3Y | +222.9% | +289.4% | -66.5% | +92.8% |
| 5Y | +150.6% | +395.7% | -245.0% | +34.2% |
| All | +303.5% | +581.3% | -277.9% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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