+254.1%
DHI vs ELAN
-28.2%
+282.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.3% |
| 7D | -3.4% | -5.4% | +2.0% | -1.9% |
| 30D | -5.4% | +4.7% | -10.1% | -6.7% |
| 3M | -10.4% | -3.7% | -6.8% | -9.8% |
| 6M | -2.8% | -1.2% | -1.6% | -3.6% |
| YTD | -3.4% | +2.4% | -5.8% | -5.5% |
| 1Y | -22.9% | +23.4% | -46.3% | -28.6% |
| 3Y | +20.7% | +96.7% | -76.0% | -9.9% |
| 5Y | +62.1% | -30.6% | +92.7% | +71.7% |
| All | +254.1% | -28.2% | +282.3% | +206.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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