+18.7%
HPQ vs ELV
+34.8%
-16.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.6% |
| 7D | +6.9% | +3.3% | +3.6% | +6.1% |
| 30D | +14.4% | +4.2% | +10.3% | +13.4% |
| 3M | +25.6% | -0.1% | +25.7% | +25.4% |
| 6M | +75.0% | +41.3% | +33.8% | +64.2% |
| YTD | +50.7% | +17.4% | +33.3% | +44.4% |
| 1Y | +18.7% | +35.1% | -16.4% | +9.7% |
| All | +18.7% | +34.8% | -16.2% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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