+408.7%
HPE vs ELF
+357.0%
+51.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -4.8% |
| 7D | -0.6% | +5.4% | -5.9% | -1.4% |
| 30D | -2.3% | +27.0% | -29.3% | -6.0% |
| 3M | -2.9% | +113.2% | -116.1% | -14.2% |
| 6M | +143.6% | +36.6% | +107.0% | +128.8% |
| YTD | +118.5% | +44.2% | +74.3% | +101.9% |
| 1Y | +129.2% | -18.0% | +147.2% | +129.0% |
| 3Y | +212.5% | -19.9% | +232.5% | +190.6% |
| 5Y | +286.9% | +257.7% | +29.2% | +161.3% |
| All | +408.7% | +357.0% | +51.8% | +192.4% |
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