+155.0%
HPE vs EWT
+85.6%
+69.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.8% | +10.6% | +11.0% |
| 7D | +19.4% | -1.1% | +20.5% | +20.6% |
| 30D | +5.6% | +4.5% | +1.2% | +2.2% |
| 3M | +33.1% | +8.3% | +24.8% | +23.9% |
| 6M | +192.5% | +54.2% | +138.2% | +113.1% |
| YTD | +160.9% | +74.6% | +86.3% | +67.7% |
| 1Y | +155.0% | +84.9% | +70.1% | +57.4% |
| All | +155.0% | +85.6% | +69.4% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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