+116.4%
HPE vs ELAN
+13.9%
+102.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.0% | -8.7% | -6.0% |
| 7D | -17.0% | +11.7% | -28.7% | -18.1% |
| 30D | -26.7% | +12.4% | -39.2% | -27.9% |
| 3M | -4.1% | -1.1% | -3.0% | -3.6% |
| 6M | +75.4% | +12.4% | +63.0% | +69.3% |
| YTD | +111.0% | +11.8% | +99.2% | +110.2% |
| 1Y | +116.4% | +12.5% | +104.0% | +115.3% |
| All | +116.4% | +13.9% | +102.6% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling