+396.0%
HPE vs IEFA
+50.2%
+345.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.0% | +11.4% | +11.4% |
| 7D | +19.4% | -1.6% | +21.0% | +21.5% |
| 30D | +5.6% | -1.5% | +7.1% | +7.4% |
| 3M | +33.1% | +3.4% | +29.6% | +28.6% |
| 6M | +192.5% | +9.5% | +183.0% | +166.3% |
| YTD | +160.9% | +13.0% | +147.9% | +129.5% |
| 1Y | +155.0% | +18.0% | +137.0% | +114.5% |
| 3Y | +289.4% | +65.4% | +224.0% | +131.9% |
| All | +396.0% | +50.2% | +345.8% | +208.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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