+89.1%
ELF vs HIG
+0.4%
+88.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +5.2% |
| 7D | +4.0% | +1.1% | +2.9% | +4.2% |
| 30D | +10.6% | +5.6% | +5.0% | +12.3% |
| 3M | +25.8% | -6.9% | +32.7% | +21.3% |
| 6M | +89.1% | +1.3% | +87.8% | +86.9% |
| All | +89.1% | +0.4% | +88.7% | +86.9% |
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