+51.0%
HPQ vs ELV
+24.6%
+26.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.5% | +4.0% | +8.5% |
| 7D | +9.8% | +2.8% | +7.0% | +9.2% |
| 30D | +22.4% | +4.9% | +17.4% | +21.3% |
| 3M | +45.2% | +4.9% | +40.3% | +43.7% |
| 6M | +96.4% | +45.1% | +51.4% | +84.0% |
| YTD | +65.4% | +20.7% | +44.7% | +59.1% |
| 1Y | +31.6% | +35.0% | -3.5% | +24.0% |
| 3Y | +37.0% | -2.4% | +39.5% | +32.9% |
| All | +51.0% | +24.6% | +26.4% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling