+116.4%
HPE vs EFA
+16.9%
+99.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.6% | -8.2% | -8.5% |
| 7D | -17.0% | +2.0% | -18.9% | -18.9% |
| 30D | -26.7% | +1.6% | -28.4% | -28.1% |
| 3M | -4.1% | -1.5% | -2.7% | -2.4% |
| 6M | +75.4% | +6.6% | +68.8% | +66.1% |
| YTD | +111.0% | +11.8% | +99.2% | +81.4% |
| 1Y | +116.4% | +16.9% | +99.6% | +72.3% |
| All | +116.4% | +16.9% | +99.5% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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