+289.4%
HPE vs ELV
-2.1%
+291.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.5% | +11.9% | +12.4% |
| 7D | +19.4% | +3.2% | +16.2% | +19.5% |
| 30D | +5.6% | +5.4% | +0.3% | +5.7% |
| 3M | +33.1% | +5.4% | +27.7% | +33.3% |
| 6M | +192.5% | +45.7% | +146.7% | +192.8% |
| YTD | +160.9% | +21.2% | +139.7% | +160.7% |
| 1Y | +155.0% | +35.6% | +119.3% | +155.7% |
| 3Y | +289.4% | -2.0% | +291.4% | +273.7% |
| All | +289.4% | -2.1% | +291.5% | +273.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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