+340.8%
HPE vs VEU
+53.0%
+287.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -5.0% | -4.8% |
| 7D | +1.4% | -1.9% | +3.4% | +3.7% |
| 30D | +1.5% | -0.7% | +2.3% | +2.5% |
| 3M | +21.7% | +4.9% | +16.9% | +15.6% |
| 6M | +164.2% | +9.8% | +154.3% | +138.7% |
| YTD | +132.1% | +15.3% | +116.7% | +98.2% |
| 1Y | +130.6% | +23.0% | +107.6% | +83.3% |
| 3Y | +244.1% | +73.5% | +170.6% | +89.2% |
| 5Y | +340.8% | +54.5% | +286.3% | +162.4% |
| All | +340.8% | +53.0% | +287.8% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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