+677.7%
HPE vs VEU
+159.3%
+518.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.2% | +8.2% |
| 7D | +10.1% | +1.7% | +8.5% | +8.0% |
| 30D | +5.3% | +1.0% | +4.3% | +4.1% |
| 3M | +12.7% | +5.6% | +7.1% | +6.0% |
| 6M | +167.7% | +13.7% | +154.0% | +131.5% |
| YTD | +135.5% | +17.7% | +117.7% | +95.3% |
| 1Y | +143.4% | +25.8% | +117.6% | +87.3% |
| 3Y | +249.2% | +77.1% | +172.1% | +82.3% |
| 5Y | +343.8% | +57.1% | +286.7% | +165.8% |
| 10Y | +495.9% | +149.8% | +346.1% | +109.0% |
| All | +677.7% | +159.3% | +518.4% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling