+301.7%
ELF vs HDB
+63.5%
+238.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.5% | +3.7% |
| 7D | +1.6% | +2.7% | -1.2% | +0.6% |
| 30D | +9.1% | +14.1% | -5.0% | +3.9% |
| 3M | +28.2% | +11.8% | +16.4% | +22.7% |
| 6M | +119.5% | +8.2% | +111.4% | +110.3% |
| YTD | +55.2% | -29.3% | +84.5% | +74.3% |
| 1Y | +58.6% | -28.8% | +87.4% | +77.6% |
| 3Y | +21.3% | -7.5% | +28.7% | +20.5% |
| 5Y | +276.2% | -23.1% | +299.3% | +294.4% |
| All | +301.7% | +63.5% | +238.2% | +228.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling