+357.2%
ELF vs HIG
+268.7%
+88.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.6% |
| 7D | +6.3% | +2.1% | +4.2% | +5.3% |
| 30D | +8.5% | +6.7% | +1.8% | +5.4% |
| 3M | +24.4% | -1.9% | +26.4% | +25.0% |
| 6M | +94.7% | +5.3% | +89.4% | +88.7% |
| YTD | +55.9% | +1.3% | +54.5% | +53.0% |
| 1Y | +48.4% | +7.2% | +41.2% | +41.9% |
| 3Y | +24.6% | +96.6% | -72.0% | -11.3% |
| 5Y | +285.0% | +110.0% | +175.0% | +162.1% |
| 10Y | +357.2% | +268.4% | +88.8% | +129.9% |
| All | +357.2% | +268.7% | +88.5% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling