+286.6%
ELF vs HDB
+62.8%
+223.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.7% |
| 7D | +3.4% | +4.1% | -0.7% | +1.9% |
| 30D | +5.0% | +13.0% | -8.0% | +0.3% |
| 3M | +22.6% | +11.3% | +11.3% | +17.5% |
| 6M | +104.0% | +6.9% | +97.0% | +96.3% |
| YTD | +49.3% | -29.6% | +78.9% | +68.0% |
| 1Y | +46.0% | -29.5% | +75.6% | +64.2% |
| 3Y | +19.4% | -8.1% | +27.5% | +18.9% |
| 5Y | +262.0% | -23.4% | +285.4% | +280.2% |
| All | +286.6% | +62.8% | +223.8% | +216.3% |
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