+51.0%
HPQ vs IEFA
+50.2%
+0.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.0% | +7.4% | +7.5% |
| 7D | +9.8% | -1.6% | +11.3% | +11.4% |
| 30D | +22.4% | -1.5% | +23.8% | +24.0% |
| 3M | +45.2% | +3.4% | +41.7% | +40.1% |
| 6M | +96.4% | +9.5% | +86.9% | +77.6% |
| YTD | +65.4% | +13.0% | +52.3% | +43.9% |
| 1Y | +31.6% | +18.0% | +13.6% | +9.4% |
| 3Y | +37.0% | +65.4% | -28.3% | -20.5% |
| All | +51.0% | +50.2% | +0.8% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 5y: compounded portfolio wealth divided by compounded IEFA 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…
5y analysis · Full analysis span regression · 6 months rolling