+4.3%
HAL vs ELAN
-28.2%
+32.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -3.3% | -5.4% | +2.1% | -1.5% |
| 30D | +8.2% | +4.7% | +3.5% | +6.3% |
| 3M | -9.4% | -3.7% | -5.8% | -9.1% |
| 6M | +0.6% | -1.2% | +1.8% | -2.0% |
| YTD | +28.6% | +2.4% | +26.2% | +23.2% |
| 1Y | +63.9% | +23.4% | +40.5% | +45.6% |
| 3Y | -7.1% | +96.7% | -103.8% | -39.2% |
| 5Y | +102.3% | -30.6% | +132.9% | +122.0% |
| All | +4.3% | -28.2% | +32.5% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 10y: compounded portfolio wealth divided by compounded ELAN 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…
10y analysis · Full analysis span regression · 6 months rolling