+200.2%
HPQ vs ELF
+357.0%
-156.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.9% |
| 7D | +6.9% | +5.4% | +1.6% | +6.1% |
| 30D | +14.4% | +27.0% | -12.5% | +10.2% |
| 3M | +25.6% | +113.2% | -87.6% | +11.3% |
| 6M | +75.0% | +36.6% | +38.5% | +64.9% |
| YTD | +50.7% | +44.2% | +6.5% | +40.0% |
| 1Y | +18.7% | -18.0% | +36.6% | +18.5% |
| 3Y | +21.5% | -19.9% | +41.5% | +12.4% |
| 5Y | +31.6% | +257.7% | -226.1% | -13.1% |
| All | +200.2% | +357.0% | -156.7% | +68.9% |
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