+251.4%
HPE vs ELF
-24.1%
+275.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.9% | +12.6% | +8.2% |
| 7D | +10.1% | -1.2% | +11.3% | +10.2% |
| 30D | +5.3% | +5.9% | -0.6% | +4.5% |
| 3M | +12.7% | +99.5% | -86.8% | +3.9% |
| 6M | +167.7% | +26.5% | +141.1% | +159.6% |
| YTD | +135.5% | +37.2% | +98.3% | +124.3% |
| 1Y | +143.4% | -24.4% | +167.8% | +148.7% |
| All | +251.4% | -24.1% | +275.5% | +227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 3y: compounded portfolio wealth divided by compounded ELF 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…
3y analysis · Full analysis span regression · 6 months rolling