+62.8%
HAL vs ELF
-31.2%
+94.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.5% | -2.9% |
| 7D | -3.3% | -10.8% | +7.6% | -3.4% |
| 30D | +7.2% | +0.8% | +6.4% | +7.2% |
| 3M | -8.8% | +64.8% | -73.6% | -8.8% |
| 6M | +3.0% | +19.0% | -16.0% | +4.3% |
| YTD | +29.4% | +25.9% | +3.5% | +30.8% |
| 1Y | +62.8% | -28.8% | +91.6% | +70.3% |
| All | +62.8% | -31.2% | +94.0% | +70.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling