+246.3%
HPE vs EWT
+193.0%
+53.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.5% | -3.7% | -4.1% |
| 7D | +1.4% | -1.1% | +2.5% | +2.3% |
| 30D | +1.5% | +4.8% | -3.2% | -2.3% |
| 3M | +21.7% | +11.1% | +10.6% | +10.2% |
| 6M | +164.2% | +54.6% | +109.5% | +81.0% |
| YTD | +132.1% | +71.4% | +60.6% | +44.2% |
| 1Y | +130.6% | +82.1% | +48.5% | +35.9% |
| All | +246.3% | +193.0% | +53.3% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling