+563.1%
HPE vs EFA
+146.6%
+416.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.0% | +11.5% | +11.3% |
| 7D | +19.4% | -1.5% | +20.9% | +21.6% |
| 30D | +5.6% | -1.7% | +7.3% | +7.8% |
| 3M | +33.1% | +3.5% | +29.6% | +28.2% |
| 6M | +192.5% | +9.5% | +183.0% | +163.9% |
| YTD | +160.9% | +12.9% | +148.1% | +127.1% |
| 1Y | +155.0% | +18.2% | +136.8% | +110.7% |
| 3Y | +289.4% | +64.8% | +224.6% | +119.5% |
| 5Y | +395.7% | +53.9% | +341.8% | +202.6% |
| All | +563.1% | +146.6% | +416.5% | +148.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling