+212.8%
EWY vs HPE
+242.3%
-29.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.2% | +2.1% | -2.3% |
| 7D | +1.2% | +1.4% | -0.2% | +0.6% |
| 30D | +9.3% | +1.5% | +7.7% | +8.4% |
| 3M | +2.4% | +21.7% | -19.3% | -3.7% |
| 6M | +40.3% | +164.2% | -123.9% | +7.2% |
| YTD | +88.0% | +132.1% | -44.0% | +47.9% |
| 1Y | +143.8% | +130.6% | +13.2% | +91.2% |
| All | +212.8% | +242.3% | -29.6% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling