+147.8%
EWY vs HPE
+157.9%
-10.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +12.4% | -9.2% | -1.1% |
| 7D | -0.1% | +19.4% | -19.5% | -6.4% |
| 30D | +7.3% | +5.6% | +1.7% | +4.8% |
| 3M | -5.1% | +33.1% | -38.2% | -15.0% |
| 6M | +42.1% | +192.5% | -150.4% | +2.9% |
| YTD | +94.1% | +160.9% | -66.8% | +43.7% |
| 1Y | +147.8% | +155.0% | -7.1% | +84.2% |
| All | +147.8% | +157.9% | -10.0% | +84.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling