+38.6%
HPQ vs ELF
+230.6%
-192.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.1% | +9.0% | +5.4% |
| 7D | +2.2% | -6.8% | +9.0% | +3.1% |
| 30D | +9.7% | +5.1% | +4.7% | +8.9% |
| 3M | +32.7% | +79.8% | -47.0% | +22.6% |
| 6M | +77.7% | +29.7% | +48.0% | +70.3% |
| YTD | +51.0% | +31.6% | +19.4% | +43.7% |
| 1Y | +18.4% | -27.9% | +46.3% | +20.8% |
| 3Y | +25.6% | -26.4% | +52.0% | +16.4% |
| 5Y | +38.6% | +235.6% | -197.0% | -29.2% |
| All | +38.6% | +230.6% | -192.0% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling