+21.3%
HPQ vs EL
+25.6%
-4.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.3% | -0.4% | +4.7% |
| 7D | -7.8% | +2.5% | -10.3% | -8.2% |
| 30D | -4.9% | +20.1% | -25.0% | -8.0% |
| 3M | +4.9% | +29.3% | -24.4% | -0.8% |
| 6M | +47.1% | +38.8% | +8.3% | +36.3% |
| YTD | +39.5% | +8.1% | +31.4% | +31.7% |
| 1Y | +21.3% | +22.3% | -1.1% | +6.8% |
| All | +21.3% | +25.6% | -4.4% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling