+314.5%
ELF vs HDB
+47.8%
+266.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.9% |
| 7D | -2.7% | +13.3% | -16.0% | -7.1% |
| 30D | +6.9% | +10.2% | -3.3% | +3.1% |
| 3M | +27.2% | +3.6% | +23.6% | +25.2% |
| 6M | +84.9% | -0.5% | +85.4% | +82.9% |
| YTD | +44.5% | -32.4% | +76.9% | +64.5% |
| 1Y | -6.8% | -31.1% | +24.3% | +5.4% |
| 3Y | +14.2% | -12.6% | +26.9% | +15.8% |
| 5Y | +250.6% | -25.7% | +276.3% | +271.7% |
| 10Y | +318.0% | +56.5% | +261.5% | +257.3% |
| All | +314.5% | +47.8% | +266.7% | +239.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling