+357.2%
ELF vs HBM
+301.8%
+55.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.1% |
| 7D | +6.3% | +2.4% | +3.9% | +5.8% |
| 30D | +8.5% | -16.0% | +24.5% | +11.4% |
| 3M | +24.4% | -21.3% | +45.8% | +28.9% |
| 6M | +94.7% | -12.2% | +106.9% | +95.6% |
| YTD | +55.9% | +10.7% | +45.2% | +48.9% |
| 1Y | +48.4% | +30.3% | +18.1% | +37.8% |
| 3Y | +24.6% | +432.2% | -407.6% | -11.7% |
| 5Y | +285.0% | +218.8% | +66.2% | +183.6% |
| 10Y | +357.2% | +281.4% | +75.9% | +187.6% |
| All | +357.2% | +301.8% | +55.4% | +187.6% |
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