+21.3%
ELF vs HBM
+424.8%
-403.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.1% |
| 7D | +1.6% | +2.2% | -0.7% | +1.1% |
| 30D | +9.1% | -11.8% | +20.9% | +11.2% |
| 3M | +28.2% | -19.2% | +47.4% | +32.4% |
| 6M | +119.5% | -22.9% | +142.4% | +126.2% |
| YTD | +55.2% | +7.8% | +47.4% | +47.6% |
| 1Y | +58.6% | +34.9% | +23.7% | +44.0% |
| 3Y | +21.3% | +422.2% | -400.9% | -21.0% |
| All | +21.3% | +424.8% | -403.5% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling