-2.0%
ELV vs HBM
+458.1%
-460.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +3.2% | -3.3% | +6.5% | +3.2% |
| 30D | +5.4% | -4.8% | +10.2% | +5.4% |
| 3M | +5.4% | -0.4% | +5.8% | +5.1% |
| 6M | +45.7% | +17.9% | +27.8% | +44.0% |
| YTD | +21.2% | +33.7% | -12.5% | +19.3% |
| 1Y | +35.6% | +95.6% | -60.0% | +32.2% |
| 3Y | -2.0% | +458.1% | -460.1% | -6.8% |
| All | -2.0% | +458.1% | -460.1% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 3y: compounded portfolio wealth divided by compounded HBM 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…
3y analysis · Full analysis span regression · 6 months rolling