+367.4%
HPE vs ELAN
-28.2%
+395.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.4% | +11.1% | +12.1% |
| 7D | +19.4% | -5.4% | +24.8% | +21.2% |
| 30D | +5.6% | +4.7% | +0.9% | +4.1% |
| 3M | +33.1% | -3.7% | +36.7% | +33.2% |
| 6M | +192.5% | -1.2% | +193.6% | +188.4% |
| YTD | +160.9% | +2.4% | +158.5% | +154.7% |
| 1Y | +155.0% | +23.4% | +131.6% | +135.3% |
| 3Y | +289.4% | +96.7% | +192.7% | +192.8% |
| 5Y | +395.7% | -30.6% | +426.2% | +410.2% |
| All | +367.4% | -28.2% | +395.6% | +315.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling