+677.7%
HPE vs VEA
+166.5%
+511.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.2% | +8.2% |
| 7D | +10.1% | +1.9% | +8.3% | +7.8% |
| 30D | +5.3% | +0.8% | +4.5% | +4.4% |
| 3M | +12.7% | +5.7% | +7.0% | +5.9% |
| 6M | +167.7% | +13.3% | +154.4% | +132.0% |
| YTD | +135.5% | +18.4% | +117.1% | +93.6% |
| 1Y | +143.4% | +27.0% | +116.4% | +84.7% |
| 3Y | +249.2% | +79.3% | +169.9% | +78.2% |
| 5Y | +343.8% | +62.1% | +281.7% | +154.6% |
| 10Y | +495.9% | +160.3% | +335.6% | +97.8% |
| All | +677.7% | +166.5% | +511.1% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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