-24.4%
ELF vs HIG
+5.4%
-29.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -5.2% |
| 7D | -1.2% | -1.1% | -0.1% | -1.3% |
| 30D | +5.9% | -4.9% | +10.8% | +4.9% |
| 3M | +99.5% | +6.8% | +92.7% | +101.5% |
| 6M | +26.5% | -1.7% | +28.2% | +26.4% |
| YTD | +37.2% | -0.2% | +37.4% | +38.4% |
| 1Y | -24.4% | +5.7% | -30.1% | -22.7% |
| All | -24.4% | +5.4% | -29.8% | -22.7% |
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