+362.8%
HPE vs ELF
+230.6%
+132.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.1% | +9.2% | +5.6% |
| 7D | +13.6% | -6.8% | +20.4% | +14.5% |
| 30D | +7.7% | +5.1% | +2.6% | +6.7% |
| 3M | +22.4% | +79.8% | -57.4% | +12.2% |
| 6M | +172.6% | +29.7% | +142.9% | +160.2% |
| YTD | +147.5% | +31.6% | +115.9% | +133.7% |
| 1Y | +151.8% | -27.9% | +179.7% | +158.0% |
| 3Y | +267.1% | -26.4% | +293.5% | +241.7% |
| 5Y | +362.8% | +235.6% | +127.1% | +159.8% |
| All | +362.8% | +230.6% | +132.1% | +159.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling