+237.2%
HPE vs ELF
+19.5%
+217.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.2% |
| 7D | +13.6% | +3.4% | +10.2% | +13.2% |
| 30D | -27.1% | +5.0% | -32.1% | -27.5% |
| 3M | -14.5% | +22.6% | -37.0% | -16.4% |
| 6M | +66.9% | +104.0% | -37.0% | +53.3% |
| YTD | +111.3% | +49.3% | +62.0% | +99.6% |
| 1Y | +117.5% | +46.0% | +71.4% | +105.8% |
| All | +237.2% | +19.5% | +217.7% | +185.8% |
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