+563.1%
HPE vs EWZ
+94.8%
+468.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.0% | +13.4% | +12.8% |
| 7D | +19.4% | +0.9% | +18.5% | +18.9% |
| 30D | +5.6% | +12.8% | -7.2% | +0.7% |
| 3M | +33.1% | +10.8% | +22.3% | +27.7% |
| 6M | +192.5% | +2.5% | +189.9% | +188.6% |
| YTD | +160.9% | +21.4% | +139.6% | +140.8% |
| 1Y | +155.0% | +32.8% | +122.2% | +126.5% |
| 3Y | +289.4% | +45.2% | +244.2% | +230.7% |
| 5Y | +395.7% | +63.0% | +332.7% | +291.2% |
| All | +563.1% | +94.8% | +468.3% | +369.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling