+164.2%
HPE vs ELAN
-4.8%
+169.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.9% | -3.3% | -5.9% |
| 7D | +1.4% | -6.4% | +7.8% | +2.2% |
| 30D | +1.5% | +0.6% | +1.0% | +1.3% |
| 3M | +21.7% | 0.0% | +21.8% | +20.4% |
| 6M | +164.2% | -3.4% | +167.6% | +162.5% |
| All | +164.2% | -4.8% | +169.0% | +162.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling