+597.9%
HPE vs VXUS
+140.8%
+457.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.9% |
| 7D | +13.6% | +2.3% | +11.3% | +10.7% |
| 30D | -27.1% | -2.2% | -24.9% | -24.7% |
| 3M | -14.5% | -5.4% | -9.1% | -7.9% |
| 6M | +66.9% | -1.2% | +68.2% | +72.2% |
| YTD | +111.3% | +10.4% | +100.9% | +90.7% |
| 1Y | +117.5% | +11.8% | +105.6% | +93.6% |
| 3Y | +238.1% | +68.4% | +169.7% | +89.0% |
| 5Y | +292.4% | +45.9% | +246.5% | +159.2% |
| 10Y | +389.3% | +144.7% | +244.6% | +79.1% |
| All | +597.9% | +140.8% | +457.1% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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