-34.6%
ELAN vs HDB
+1.3%
-35.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.1% |
| 7D | -4.6% | -4.9% | +0.3% | -2.8% |
| 30D | +5.7% | -5.8% | +11.5% | +8.1% |
| 3M | -3.9% | -5.2% | +1.3% | -2.2% |
| 6M | -1.6% | -25.7% | +24.1% | +9.3% |
| YTD | +4.1% | -39.6% | +43.6% | +24.4% |
| 1Y | +25.5% | -36.9% | +62.4% | +47.5% |
| 3Y | +103.2% | -29.7% | +132.9% | +124.0% |
| 5Y | -29.8% | -37.8% | +8.0% | -20.5% |
| All | -34.6% | +1.3% | -35.9% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling