-36.5%
ELAN vs HBM
+438.4%
-474.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.5% | +4.6% | -1.4% |
| 7D | -6.4% | -3.7% | -2.7% | -5.8% |
| 30D | +0.6% | -3.7% | +4.2% | +1.0% |
| 3M | 0.0% | +8.0% | -8.1% | -2.7% |
| 6M | -3.4% | +15.8% | -19.2% | -8.0% |
| YTD | +1.0% | +34.4% | -33.4% | -7.3% |
| 1Y | +24.7% | +98.2% | -73.4% | +4.9% |
| 3Y | +97.2% | +476.6% | -379.3% | +29.0% |
| 5Y | -31.5% | +331.1% | -362.6% | -54.6% |
| All | -36.5% | +438.4% | -474.9% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling