+14.5%
ELV vs HDB
-38.7%
+53.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.1% |
| 7D | -2.2% | -4.9% | +2.7% | -1.8% |
| 30D | -0.2% | -5.8% | +5.6% | +0.3% |
| 3M | -6.1% | -5.2% | -0.9% | -6.1% |
| 6M | +42.8% | -25.7% | +68.5% | +46.4% |
| YTD | +14.4% | -39.6% | +54.0% | +19.9% |
| 1Y | +28.6% | -36.9% | +65.5% | +34.1% |
| 3Y | -7.4% | -29.7% | +22.3% | -5.1% |
| 5Y | +14.5% | -37.8% | +52.2% | +16.7% |
| All | +14.5% | -38.7% | +53.2% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 5y: compounded portfolio wealth divided by compounded HDB 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…
5y analysis · Full analysis span regression · 6 months rolling