-19.1%
HAL vs ELF
+354.8%
-374.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -0.3% |
| 7D | -7.9% | +7.8% | -15.7% | -9.1% |
| 30D | -2.1% | +9.3% | -11.3% | -3.6% |
| 3M | +0.4% | +21.2% | -20.7% | -3.1% |
| 6M | -19.2% | +96.1% | -115.4% | -29.0% |
| YTD | +14.4% | +57.0% | -42.6% | +3.2% |
| 1Y | +18.0% | +61.9% | -43.9% | +5.6% |
| 3Y | -9.7% | +20.0% | -29.7% | -25.6% |
| 5Y | +40.1% | +284.8% | -244.6% | -21.6% |
| 10Y | -19.1% | +364.2% | -383.3% | -63.1% |
| All | -19.1% | +354.8% | -374.0% | -63.1% |
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