+666.4%
HPE vs VWO
+124.6%
+541.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.5% | -4.7% | -4.9% |
| 7D | +1.4% | -1.7% | +3.2% | +3.0% |
| 30D | +1.5% | -0.3% | +1.8% | +1.9% |
| 3M | +21.7% | +4.0% | +17.8% | +17.8% |
| 6M | +164.2% | +8.1% | +156.1% | +147.9% |
| YTD | +132.1% | +11.6% | +120.4% | +111.6% |
| 1Y | +130.6% | +16.2% | +114.4% | +103.2% |
| 3Y | +244.1% | +63.3% | +180.9% | +126.1% |
| 5Y | +340.8% | +33.4% | +307.5% | +242.1% |
| 10Y | +500.2% | +113.3% | +386.8% | +195.4% |
| All | +666.4% | +124.6% | +541.8% | +234.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling