+20.0%
HPQ vs ELF
-28.1%
+48.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.1% | +9.0% | +5.2% |
| 7D | +2.2% | -6.8% | +9.0% | +2.7% |
| 30D | +9.7% | +5.1% | +4.7% | +9.2% |
| 3M | +32.7% | +79.8% | -47.0% | +27.2% |
| 6M | +77.7% | +29.7% | +48.0% | +74.3% |
| YTD | +51.0% | +31.6% | +19.4% | +47.5% |
| All | +20.0% | -28.1% | +48.0% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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