+677.7%
HPE vs EWJ
+150.9%
+526.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.3% | +8.1% | +8.1% |
| 7D | +10.1% | +2.9% | +7.3% | +7.1% |
| 30D | +5.3% | +1.1% | +4.2% | +4.3% |
| 3M | +12.7% | +7.1% | +5.6% | +5.4% |
| 6M | +167.7% | +16.2% | +151.5% | +131.1% |
| YTD | +135.5% | +22.0% | +113.5% | +93.0% |
| 1Y | +143.4% | +26.2% | +117.2% | +92.9% |
| 3Y | +249.2% | +73.5% | +175.7% | +97.9% |
| 5Y | +343.8% | +52.7% | +291.1% | +185.7% |
| 10Y | +495.9% | +138.5% | +357.4% | +143.1% |
| All | +677.7% | +150.9% | +526.7% | +209.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling