+172.7%
HPQ vs ELF
+391.6%
-218.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.3% | +1.1% |
| 7D | +3.2% | +1.6% | +1.6% | +2.9% |
| 30D | -3.6% | +9.1% | -12.7% | -4.9% |
| 3M | -5.3% | +28.2% | -33.5% | -9.1% |
| 6M | +41.1% | +119.5% | -78.4% | +24.1% |
| YTD | +36.9% | +55.2% | -18.3% | +25.5% |
| 1Y | +23.5% | +58.6% | -35.1% | +12.7% |
| 3Y | +19.6% | +21.3% | -1.7% | +3.0% |
| 5Y | +11.4% | +276.2% | -264.8% | -27.0% |
| 10Y | +160.6% | +337.0% | -176.4% | +45.0% |
| All | +172.7% | +391.6% | -218.9% | +51.4% |
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