+243.8%
HPQ vs ELV
+280.2%
-36.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.5% | +7.9% | +8.2% |
| 7D | +9.8% | +3.2% | +6.6% | +8.6% |
| 30D | +22.4% | +5.4% | +17.0% | +20.3% |
| 3M | +45.2% | +5.4% | +39.8% | +42.2% |
| 6M | +96.4% | +45.7% | +50.7% | +73.4% |
| YTD | +65.4% | +21.2% | +44.2% | +53.5% |
| 1Y | +31.6% | +35.6% | -4.0% | +17.3% |
| 3Y | +37.0% | -2.0% | +39.0% | +30.9% |
| 5Y | +53.0% | +26.0% | +27.0% | +28.3% |
| All | +243.8% | +280.2% | -36.4% | +100.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling