-20.4%
ELF vs HBM
+478.3%
-498.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.3% |
| 7D | +5.4% | -6.4% | +11.7% | +6.6% |
| 30D | +27.0% | +5.9% | +21.1% | +25.6% |
| 3M | +113.2% | -8.9% | +122.1% | +115.3% |
| 6M | +36.6% | +10.7% | +25.9% | +31.2% |
| YTD | +44.2% | +38.3% | +6.0% | +31.5% |
| 1Y | -18.0% | +121.3% | -139.3% | -32.3% |
| All | -20.4% | +478.3% | -498.8% | -53.0% |
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