+36.6%
ELF vs HIG
-0.8%
+37.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +1.8% |
| 7D | +5.4% | +0.3% | +5.0% | +5.4% |
| 30D | +27.0% | -3.2% | +30.2% | +26.0% |
| 3M | +113.2% | +9.1% | +104.1% | +116.3% |
| 6M | +36.6% | -1.8% | +38.4% | +38.3% |
| All | +36.6% | -0.8% | +37.3% | +38.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling