+37.0%
HPQ vs ELAN
+99.1%
-62.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.4% | +7.0% | +8.2% |
| 7D | +9.8% | -5.4% | +15.2% | +10.9% |
| 30D | +22.4% | +4.7% | +17.7% | +21.3% |
| 3M | +45.2% | -3.7% | +48.8% | +45.6% |
| 6M | +96.4% | -1.2% | +97.6% | +94.4% |
| YTD | +65.4% | +2.4% | +63.0% | +62.3% |
| 1Y | +31.6% | +23.4% | +8.2% | +23.7% |
| 3Y | +37.0% | +96.7% | -59.7% | +5.8% |
| All | +37.0% | +99.1% | -62.0% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 3y: compounded portfolio wealth divided by compounded ELAN 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…
3y analysis · Full analysis span regression · 6 months rolling