+717.5%
HPE vs IEFA
+145.9%
+571.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.2% | +6.3% |
| 7D | +13.6% | -0.5% | +14.1% | +14.1% |
| 30D | +7.7% | -1.1% | +8.8% | +9.1% |
| 3M | +22.4% | +5.1% | +17.3% | +15.8% |
| 6M | +172.6% | +9.3% | +163.3% | +146.2% |
| YTD | +147.5% | +13.0% | +134.6% | +115.2% |
| 1Y | +151.8% | +19.2% | +132.6% | +106.2% |
| 3Y | +267.1% | +67.0% | +200.1% | +104.7% |
| 5Y | +362.8% | +51.1% | +311.7% | +189.2% |
| 10Y | +540.2% | +146.5% | +393.7% | +127.9% |
| All | +717.5% | +145.9% | +571.6% | +203.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling