+313.8%
ELF vs HDB
+38.7%
+275.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | +5.4% | +0.4% | +4.9% | +5.1% |
| 30D | +27.0% | -2.8% | +29.8% | +28.1% |
| 3M | +113.2% | -3.5% | +116.7% | +113.8% |
| 6M | +36.6% | -24.7% | +61.3% | +49.8% |
| YTD | +44.2% | -36.6% | +80.8% | +68.4% |
| 1Y | -18.0% | -34.4% | +16.4% | -5.5% |
| 3Y | -19.9% | -24.4% | +4.5% | -14.0% |
| 5Y | +257.7% | -35.4% | +293.1% | +298.9% |
| All | +313.8% | +38.7% | +275.1% | +247.0% |
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