+289.4%
HPE vs VWO
+62.9%
+226.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.7% | +11.8% | +11.7% |
| 7D | +19.4% | -1.8% | +21.2% | +21.9% |
| 30D | +5.6% | -0.1% | +5.7% | +5.8% |
| 3M | +33.1% | +2.2% | +30.8% | +30.0% |
| 6M | +192.5% | +8.8% | +183.7% | +169.1% |
| YTD | +160.9% | +12.4% | +148.5% | +131.3% |
| 1Y | +155.0% | +15.6% | +139.4% | +119.6% |
| 3Y | +289.4% | +62.5% | +226.9% | +127.1% |
| All | +289.4% | +62.9% | +226.5% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 3y: compounded portfolio wealth divided by compounded VWO 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…
3y analysis · Full analysis span regression · 6 months rolling