+168.2%
HPQ vs ELF
+373.0%
-204.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.3% |
| 7D | -1.9% | +3.4% | -5.3% | -2.5% |
| 30D | -5.7% | +5.0% | -10.7% | -6.5% |
| 3M | -0.4% | +22.6% | -23.0% | -3.8% |
| 6M | +40.0% | +104.0% | -64.0% | +24.4% |
| YTD | +34.6% | +49.3% | -14.7% | +24.1% |
| 1Y | +20.4% | +46.0% | -25.6% | +11.3% |
| 3Y | +18.3% | +19.4% | -1.1% | +2.1% |
| 5Y | +9.6% | +262.0% | -252.4% | -27.7% |
| 10Y | +156.3% | +320.5% | -164.1% | +43.5% |
| All | +168.2% | +373.0% | -204.8% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling