+717.5%
HPE vs EFA
+141.5%
+576.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.2% | +6.4% |
| 7D | +13.6% | -0.5% | +14.1% | +14.2% |
| 30D | +7.7% | -1.3% | +9.1% | +9.4% |
| 3M | +22.4% | +5.2% | +17.2% | +15.6% |
| 6M | +172.6% | +9.4% | +163.2% | +145.9% |
| YTD | +147.5% | +12.7% | +134.8% | +115.5% |
| 1Y | +151.8% | +19.3% | +132.5% | +105.6% |
| 3Y | +267.1% | +66.3% | +200.7% | +104.7% |
| 5Y | +362.8% | +53.4% | +309.4% | +183.2% |
| 10Y | +540.2% | +144.4% | +395.7% | +129.6% |
| All | +717.5% | +141.5% | +576.0% | +210.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling