+396.0%
HPE vs EFA
+52.4%
+343.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.0% | +11.5% | +11.4% |
| 7D | +19.4% | -1.5% | +20.9% | +21.4% |
| 30D | +5.6% | -1.7% | +7.3% | +7.7% |
| 3M | +33.1% | +3.5% | +29.6% | +28.6% |
| 6M | +192.5% | +9.5% | +183.0% | +166.2% |
| YTD | +160.9% | +12.9% | +148.1% | +129.7% |
| 1Y | +155.0% | +18.2% | +136.8% | +113.9% |
| 3Y | +289.4% | +64.8% | +224.6% | +131.9% |
| All | +396.0% | +52.4% | +343.6% | +205.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling