+24.6%
ELF vs HDB
-5.9%
+30.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +6.3% | +12.7% | -6.4% | +2.9% |
| 30D | +8.5% | +16.6% | -8.1% | +4.1% |
| 3M | +24.4% | +10.8% | +13.6% | +20.8% |
| 6M | +94.7% | +3.8% | +90.9% | +90.4% |
| YTD | +55.9% | -28.9% | +84.8% | +70.4% |
| 1Y | +48.4% | -28.0% | +76.4% | +61.5% |
| 3Y | +24.6% | -7.2% | +31.8% | +20.2% |
| All | +24.6% | -5.9% | +30.5% | +20.2% |
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 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