+677.7%
HPE vs ELV
+220.1%
+457.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.4% | +9.1% | +8.1% |
| 7D | +10.1% | -0.3% | +10.4% | +10.2% |
| 30D | +5.3% | +2.0% | +3.3% | +4.7% |
| 3M | +12.7% | -3.5% | +16.2% | +13.5% |
| 6M | +167.7% | +40.2% | +127.5% | +141.1% |
| YTD | +135.5% | +15.8% | +119.6% | +122.2% |
| 1Y | +143.4% | +33.2% | +110.2% | +119.2% |
| 3Y | +249.2% | -6.2% | +255.4% | +237.3% |
| 5Y | +343.8% | +16.4% | +327.4% | +284.2% |
| 10Y | +495.9% | +259.8% | +236.1% | +205.8% |
| All | +677.7% | +220.1% | +457.6% | +280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling