+694.0%
HPQ vs IEFA
+211.8%
+482.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +6.0% |
| 7D | +2.2% | -0.5% | +2.7% | +2.7% |
| 30D | +9.7% | -1.1% | +10.9% | +10.9% |
| 3M | +32.7% | +5.1% | +27.7% | +25.3% |
| 6M | +77.7% | +9.3% | +68.4% | +59.5% |
| YTD | +51.0% | +13.0% | +38.0% | +30.3% |
| 1Y | +18.4% | +19.2% | -0.8% | -3.5% |
| 3Y | +25.6% | +67.0% | -41.4% | -29.0% |
| 5Y | +38.6% | +51.1% | -12.5% | -12.5% |
| 10Y | +226.1% | +146.5% | +79.6% | +27.2% |
| All | +694.0% | +211.8% | +482.1% | +116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling