+677.7%
HPE vs EWZ
+181.0%
+496.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.0% | +5.8% | +7.0% |
| 7D | +10.1% | +5.6% | +4.6% | +7.9% |
| 30D | +5.3% | +9.3% | -4.0% | +1.7% |
| 3M | +12.7% | +15.7% | -3.0% | +6.6% |
| 6M | +167.7% | +7.4% | +160.2% | +159.9% |
| YTD | +135.5% | +22.7% | +112.8% | +117.0% |
| 1Y | +143.4% | +36.4% | +107.0% | +114.9% |
| 3Y | +249.2% | +50.4% | +198.8% | +194.0% |
| 5Y | +343.8% | +67.6% | +276.2% | +248.9% |
| 10Y | +495.9% | +84.1% | +411.8% | +320.4% |
| All | +677.7% | +181.0% | +496.7% | +342.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling