+5.6%
HAL vs ELF
+317.0%
-311.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +1.6% |
| 7D | -1.3% | -6.8% | +5.5% | -0.2% |
| 30D | +10.9% | +5.1% | +5.8% | +9.8% |
| 3M | -5.8% | +79.8% | -85.6% | -15.6% |
| 6M | +8.1% | +29.7% | -21.6% | +1.7% |
| YTD | +33.2% | +31.6% | +1.6% | +24.0% |
| 1Y | +74.2% | -27.9% | +102.1% | +77.0% |
| 3Y | -3.7% | -26.4% | +22.7% | -12.2% |
| 5Y | +111.9% | +235.6% | -123.7% | +20.6% |
| All | +5.6% | +317.0% | -311.4% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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