+246.3%
HPE vs EFA
+63.6%
+182.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.8% | -5.4% | -5.3% |
| 7D | +1.4% | -2.4% | +3.8% | +4.2% |
| 30D | +1.5% | -2.2% | +3.8% | +4.3% |
| 3M | +21.7% | +5.7% | +16.1% | +14.4% |
| 6M | +164.2% | +8.2% | +156.0% | +141.6% |
| YTD | +132.1% | +11.8% | +120.3% | +103.7% |
| 1Y | +130.6% | +18.3% | +112.4% | +89.5% |
| All | +246.3% | +63.6% | +182.8% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling