+2,385.0%
ELV vs HIG
+323.8%
+2,061.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.0% |
| 7D | -0.3% | -1.1% | +0.8% | -0.1% |
| 30D | +2.0% | -4.9% | +6.9% | +3.0% |
| 3M | -3.5% | +6.8% | -10.3% | -4.7% |
| 6M | +40.2% | -1.7% | +41.9% | +40.6% |
| YTD | +15.8% | -0.2% | +16.1% | +15.8% |
| 1Y | +33.2% | +5.7% | +27.5% | +31.5% |
| 3Y | -6.2% | +100.3% | -106.5% | -18.6% |
| 5Y | +16.4% | +118.5% | -102.1% | -1.0% |
| 10Y | +259.8% | +309.7% | -50.0% | +166.5% |
| All | +2,385.0% | +323.8% | +2,061.2% | +1,306.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling