+392.0%
HPE vs ELF
+373.0%
+18.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.4% |
| 7D | +13.6% | +3.4% | +10.2% | +13.0% |
| 30D | -27.1% | +5.0% | -32.1% | -27.7% |
| 3M | -14.5% | +22.6% | -37.0% | -17.3% |
| 6M | +66.9% | +104.0% | -37.0% | +47.6% |
| YTD | +111.3% | +49.3% | +62.0% | +93.8% |
| 1Y | +117.5% | +46.0% | +71.4% | +100.0% |
| 3Y | +238.1% | +19.4% | +218.7% | +193.4% |
| 5Y | +292.4% | +262.0% | +30.4% | +164.6% |
| 10Y | +389.3% | +320.5% | +68.8% | +180.0% |
| All | +392.0% | +373.0% | +18.9% | +180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling