+340.8%
HPE vs EWZ
+60.3%
+280.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.3% | -7.5% | -6.7% |
| 7D | +1.4% | +1.1% | +0.3% | +1.0% |
| 30D | +1.5% | +13.5% | -11.9% | -3.1% |
| 3M | +21.7% | +15.2% | +6.5% | +15.5% |
| 6M | +164.2% | +3.7% | +160.4% | +159.7% |
| YTD | +132.1% | +22.5% | +109.5% | +114.6% |
| 1Y | +130.6% | +35.3% | +95.4% | +105.1% |
| 3Y | +244.1% | +50.2% | +193.9% | +191.4% |
| 5Y | +340.8% | +64.6% | +276.3% | +251.5% |
| All | +340.8% | +60.3% | +280.5% | +251.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling