-9.4%
HAL vs ELF
+383.9%
-393.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -1.2% |
| 7D | -12.0% | +4.0% | -16.0% | -12.6% |
| 30D | +0.3% | +10.6% | -10.3% | -1.5% |
| 3M | -1.6% | +25.8% | -27.4% | -5.8% |
| 6M | -20.5% | +89.1% | -109.5% | -29.7% |
| YTD | +14.2% | +52.7% | -38.5% | +3.5% |
| 1Y | +18.9% | +51.7% | -32.9% | +7.5% |
| 3Y | -13.7% | +14.2% | -28.0% | -28.3% |
| 5Y | +42.2% | +270.7% | -228.5% | -19.9% |
| 10Y | -16.7% | +341.9% | -358.6% | -63.2% |
| All | -9.4% | +383.9% | -393.3% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling