+301.7%
ELF vs HIG
+261.7%
+40.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.7% |
| 7D | +1.6% | +2.6% | -1.0% | +0.5% |
| 30D | +9.1% | +4.2% | +4.9% | +7.1% |
| 3M | +28.2% | +0.2% | +28.0% | +27.6% |
| 6M | +119.5% | +4.6% | +114.9% | +113.4% |
| YTD | +55.2% | +1.1% | +54.0% | +52.5% |
| 1Y | +58.6% | +4.7% | +53.9% | +53.3% |
| 3Y | +21.3% | +95.5% | -74.2% | -13.2% |
| 5Y | +276.2% | +111.7% | +164.5% | +155.9% |
| All | +301.7% | +261.7% | +40.0% | +116.3% |
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