+39.7%
HPQ vs EL
-68.7%
+108.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.9% | +7.8% | +5.8% |
| 7D | +2.2% | -2.4% | +4.6% | +2.9% |
| 30D | +9.7% | +13.7% | -3.9% | +4.8% |
| 3M | +32.7% | +14.5% | +18.2% | +26.3% |
| 6M | +77.7% | +7.4% | +70.3% | +70.8% |
| YTD | +51.0% | -4.7% | +55.7% | +49.1% |
| 1Y | +18.4% | +12.9% | +5.5% | +10.0% |
| 3Y | +25.6% | -32.2% | +57.8% | +28.9% |
| All | +39.7% | -68.7% | +108.4% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling