+129.2%
HPE vs EWJ
+31.1%
+98.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.9% |
| 7D | -0.6% | +2.5% | -3.1% | -3.0% |
| 30D | -2.3% | +3.3% | -5.6% | -5.2% |
| 3M | -2.9% | +5.0% | -7.8% | -7.3% |
| 6M | +143.6% | +11.5% | +132.0% | +120.8% |
| YTD | +118.5% | +22.4% | +96.1% | +80.6% |
| 1Y | +129.2% | +30.2% | +99.0% | +83.1% |
| All | +129.2% | +31.1% | +98.1% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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