+315.7%
HPE vs ELAN
-29.1%
+344.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.9% | -3.3% | -5.5% |
| 7D | +1.4% | -6.4% | +7.8% | +3.2% |
| 30D | +1.5% | +0.6% | +1.0% | +1.1% |
| 3M | +21.7% | 0.0% | +21.8% | +20.6% |
| 6M | +164.2% | -3.4% | +167.6% | +162.0% |
| YTD | +132.1% | +1.0% | +131.0% | +127.3% |
| 1Y | +130.6% | +24.7% | +105.9% | +112.1% |
| 3Y | +244.1% | +97.2% | +146.9% | +158.2% |
| 5Y | +340.8% | -31.5% | +372.3% | +355.2% |
| All | +315.7% | -29.1% | +344.8% | +270.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling