-30.4%
ELAN vs HDB
-34.5%
+4.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.9% | -5.5% | -1.0% |
| 7D | -5.4% | +0.7% | -6.1% | -5.7% |
| 30D | +4.7% | +1.0% | +3.7% | +4.3% |
| 3M | -3.7% | -2.0% | -1.7% | -3.4% |
| 6M | -1.2% | -18.1% | +16.9% | +4.8% |
| YTD | +2.4% | -36.1% | +38.5% | +16.9% |
| 1Y | +23.4% | -34.0% | +57.4% | +39.3% |
| 3Y | +96.7% | -26.7% | +123.4% | +111.4% |
| All | -30.4% | -34.5% | +4.2% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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