+159.3%
HPE vs EWZ
+7.5%
+151.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.0% | +5.8% | +6.8% |
| 7D | +10.1% | +5.6% | +4.6% | +7.4% |
| 30D | +5.3% | +9.3% | -4.0% | +1.1% |
| 3M | +12.7% | +15.7% | -3.0% | +5.5% |
| All | +159.3% | +7.5% | +151.8% | +149.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling