+18.9%
ELV vs HIG
+118.4%
-99.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.5% |
| 7D | -2.2% | -0.5% | -1.7% | -2.0% |
| 30D | -0.2% | -2.8% | +2.6% | +0.9% |
| 3M | -6.1% | +6.3% | -12.5% | -8.4% |
| 6M | +42.8% | -0.1% | +42.9% | +42.5% |
| YTD | +14.4% | +0.4% | +13.9% | +13.8% |
| 1Y | +28.6% | +6.2% | +22.4% | +25.0% |
| 3Y | -7.4% | +101.6% | -109.0% | -32.7% |
| All | +18.9% | +118.4% | -99.5% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling