+563.1%
HPE vs EWJ
+144.4%
+418.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.2% | +10.2% | +10.2% |
| 7D | +19.4% | +0.3% | +19.1% | +19.2% |
| 30D | +5.6% | +0.8% | +4.8% | +5.0% |
| 3M | +33.1% | +7.5% | +25.6% | +24.0% |
| 6M | +192.5% | +15.6% | +176.9% | +153.7% |
| YTD | +160.9% | +22.7% | +138.2% | +112.1% |
| 1Y | +155.0% | +26.4% | +128.5% | +101.2% |
| 3Y | +289.4% | +72.5% | +216.9% | +119.6% |
| 5Y | +395.7% | +52.4% | +343.2% | +218.4% |
| All | +563.1% | +144.4% | +418.7% | +168.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling