+277.7%
ELF vs HIG
+296.9%
-19.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.7% | -4.3% |
| 7D | -6.8% | -0.5% | -6.3% | -6.6% |
| 30D | +5.1% | -2.8% | +7.9% | +6.3% |
| 3M | +79.8% | +6.3% | +73.4% | +74.6% |
| 6M | +29.7% | -0.1% | +29.8% | +28.7% |
| YTD | +31.6% | +0.4% | +31.2% | +30.1% |
| 1Y | -27.9% | +6.2% | -34.2% | -30.7% |
| 3Y | -26.4% | +101.6% | -128.1% | -48.0% |
| 5Y | +235.6% | +119.8% | +115.8% | +125.4% |
| All | +277.7% | +296.9% | -19.3% | +104.6% |
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