+373.6%
HPE vs ELF
+391.6%
-17.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.9% | -7.6% | -4.3% |
| 7D | +7.9% | +1.6% | +6.3% | +7.6% |
| 30D | -23.5% | +9.1% | -32.6% | -24.6% |
| 3M | -19.1% | +28.2% | -47.2% | -22.3% |
| 6M | +51.4% | +119.5% | -68.1% | +32.4% |
| YTD | +103.4% | +55.2% | +48.3% | +85.5% |
| 1Y | +114.4% | +58.6% | +55.8% | +94.5% |
| 3Y | +224.7% | +21.3% | +203.4% | +181.2% |
| 5Y | +277.8% | +276.2% | +1.5% | +153.2% |
| 10Y | +371.1% | +337.0% | +34.1% | +167.9% |
| All | +373.6% | +391.6% | -17.9% | +168.6% |
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 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