+338.3%
ELF vs HBM
+464.0%
-125.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.5% |
| 7D | +4.0% | -3.6% | +7.6% | +4.6% |
| 30D | +10.6% | -19.2% | +29.8% | +14.3% |
| 3M | +25.8% | -20.5% | +46.3% | +30.2% |
| 6M | +89.1% | -12.8% | +101.9% | +90.2% |
| YTD | +52.7% | +5.4% | +47.3% | +47.2% |
| 1Y | +51.7% | +33.0% | +18.8% | +40.6% |
| 3Y | +14.2% | +357.3% | -343.1% | -16.8% |
| 5Y | +270.7% | +210.4% | +60.3% | +174.9% |
| 10Y | +341.9% | +387.1% | -45.2% | +166.6% |
| All | +338.3% | +464.0% | -125.8% | +153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling