+14.2%
ELF vs HDB
-11.1%
+25.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.3% |
| 7D | +4.0% | +13.3% | -9.4% | +0.6% |
| 30D | +10.6% | +13.6% | -3.0% | +7.0% |
| 3M | +25.8% | +5.8% | +20.1% | +23.7% |
| 6M | +89.1% | -1.9% | +91.0% | +87.9% |
| YTD | +52.7% | -31.2% | +83.9% | +67.9% |
| 1Y | +51.7% | -29.6% | +81.3% | +65.5% |
| 3Y | +14.2% | -10.1% | +24.3% | +13.4% |
| All | +14.2% | -11.1% | +25.3% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling