+370.2%
HPE vs ELV
+13.8%
+356.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.3% |
| 7D | +13.6% | -2.2% | +15.8% | +13.9% |
| 30D | +7.7% | -0.2% | +7.9% | +7.7% |
| 3M | +22.4% | -6.1% | +28.5% | +23.1% |
| 6M | +172.6% | +42.8% | +129.8% | +161.7% |
| YTD | +147.5% | +14.4% | +133.1% | +142.5% |
| 1Y | +151.8% | +28.6% | +123.2% | +142.9% |
| 3Y | +267.1% | -7.4% | +274.5% | +261.9% |
| All | +370.2% | +13.8% | +356.4% | +340.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling