+357.2%
ELF vs HDB
+61.4%
+295.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +6.3% | +12.7% | -6.4% | +1.7% |
| 30D | +8.5% | +16.6% | -8.1% | +2.5% |
| 3M | +24.4% | +10.8% | +13.6% | +19.5% |
| 6M | +94.7% | +3.8% | +90.9% | +89.8% |
| YTD | +55.9% | -28.9% | +84.8% | +74.6% |
| 1Y | +48.4% | -28.0% | +76.4% | +65.3% |
| 3Y | +24.6% | -7.2% | +31.8% | +23.7% |
| 5Y | +285.0% | -22.2% | +307.3% | +302.0% |
| 10Y | +357.2% | +63.6% | +293.7% | +285.2% |
| All | +357.2% | +61.4% | +295.8% | +285.2% |
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