-35.6%
ELAN vs HBM
+435.8%
-471.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.5% |
| 7D | -5.4% | -3.3% | -2.1% | -4.9% |
| 30D | +4.7% | -4.8% | +9.5% | +5.4% |
| 3M | -3.7% | -0.4% | -3.2% | -4.7% |
| 6M | -1.2% | +17.9% | -19.1% | -6.2% |
| YTD | +2.4% | +33.7% | -31.3% | -6.0% |
| 1Y | +23.4% | +95.6% | -72.2% | +4.0% |
| 3Y | +96.7% | +458.1% | -361.4% | +29.4% |
| 5Y | -30.6% | +329.0% | -359.6% | -54.0% |
| All | -35.6% | +435.8% | -471.4% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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