+337.0%
EWY vs HPE
+631.3%
-294.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.7% | -1.2% |
| 7D | +6.7% | +13.6% | -7.0% | +2.1% |
| 30D | +17.0% | +7.7% | +9.2% | +13.8% |
| 3M | +3.7% | +22.4% | -18.7% | -3.2% |
| 6M | +42.5% | +172.6% | -130.1% | +2.7% |
| YTD | +96.2% | +147.5% | -51.3% | +45.1% |
| 1Y | +160.4% | +151.8% | +8.6% | +90.4% |
| 3Y | +231.7% | +267.1% | -35.4% | +105.8% |
| 5Y | +153.3% | +362.8% | -209.5% | +42.4% |
| 10Y | +308.8% | +540.2% | -231.3% | +95.9% |
| All | +337.0% | +631.3% | -294.3% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling