+129.2%
HPE vs EWZ
+36.3%
+92.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.2% |
| 7D | -0.6% | +6.5% | -7.1% | -2.9% |
| 30D | -2.3% | +4.8% | -7.1% | -4.0% |
| 3M | -2.9% | +9.9% | -12.8% | -6.1% |
| 6M | +143.6% | +1.9% | +141.6% | +139.0% |
| YTD | +118.5% | +20.3% | +98.2% | +104.5% |
| 1Y | +129.2% | +35.6% | +93.6% | +93.2% |
| All | +129.2% | +36.3% | +92.9% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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