+217.2%
HPQ vs EL
+25.3%
+191.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.4% | +1.9% |
| 7D | +3.5% | -4.4% | +7.9% | +5.1% |
| 30D | +13.7% | +10.3% | +3.4% | +8.7% |
| 3M | +33.9% | +13.4% | +20.5% | +26.5% |
| 6M | +80.9% | +3.1% | +77.8% | +75.0% |
| YTD | +52.6% | -6.9% | +59.5% | +51.3% |
| 1Y | +21.2% | +11.9% | +9.3% | +11.2% |
| 3Y | +26.9% | -33.8% | +60.7% | +32.4% |
| 5Y | +41.1% | -69.0% | +110.1% | +106.1% |
| All | +217.2% | +25.3% | +191.9% | +165.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling