-30.4%
ELAN vs HBM
+327.6%
-358.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.5% |
| 7D | -5.4% | -3.3% | -2.1% | -4.8% |
| 30D | +4.7% | -4.8% | +9.5% | +5.5% |
| 3M | -3.7% | -0.4% | -3.2% | -4.8% |
| 6M | -1.2% | +17.9% | -19.1% | -6.9% |
| YTD | +2.4% | +33.7% | -31.3% | -7.1% |
| 1Y | +23.4% | +95.6% | -72.2% | +1.3% |
| 3Y | +96.7% | +458.1% | -361.4% | +19.3% |
| All | -30.4% | +327.6% | -358.0% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling