+48.4%
ELF vs HIG
+9.1%
+39.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.3% |
| 7D | +6.3% | +2.1% | +4.2% | +6.7% |
| 30D | +8.5% | +6.7% | +1.8% | +9.8% |
| 3M | +24.4% | -1.9% | +26.4% | +23.4% |
| 6M | +94.7% | +5.3% | +89.4% | +95.3% |
| YTD | +55.9% | +1.3% | +54.5% | +58.2% |
| 1Y | +48.4% | +7.2% | +41.2% | +56.1% |
| All | +48.4% | +9.1% | +39.3% | +56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling