+571.9%
HPE vs VXUS
+140.7%
+431.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +7.9% | +2.1% | +5.7% | +5.3% |
| 30D | -23.5% | -1.1% | -22.4% | -22.1% |
| 3M | -19.1% | -5.6% | -13.4% | -12.6% |
| 6M | +51.4% | -2.3% | +53.7% | +58.0% |
| YTD | +103.4% | +10.4% | +93.1% | +83.7% |
| 1Y | +114.4% | +13.1% | +101.3% | +88.4% |
| 3Y | +224.7% | +68.0% | +156.7% | +81.9% |
| 5Y | +277.8% | +45.8% | +231.9% | +149.6% |
| 10Y | +371.1% | +144.7% | +226.4% | +72.5% |
| All | +571.9% | +140.7% | +431.2% | +158.2% |
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