-19.5%
ELF vs HDB
-24.6%
+5.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +5.4% | +0.4% | +4.9% | +5.2% |
| 30D | +27.0% | -2.8% | +29.8% | +27.9% |
| 3M | +113.2% | -3.5% | +116.7% | +112.5% |
| 6M | +36.6% | -24.7% | +61.3% | +47.3% |
| YTD | +44.2% | -36.6% | +80.8% | +64.6% |
| 1Y | -18.0% | -34.4% | +16.4% | -7.6% |
| All | -19.5% | -24.6% | +5.1% | -15.1% |
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 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