-14.9%
HAL vs ELV
+268.6%
-283.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.1% |
| 7D | +6.1% | +1.0% | +5.1% | +5.7% |
| 30D | +2.9% | +0.4% | +2.5% | +2.5% |
| 3M | +3.3% | +8.4% | -5.0% | -0.6% |
| 6M | -16.9% | +8.4% | -25.3% | -20.9% |
| YTD | +21.2% | +24.4% | -3.2% | +7.1% |
| 1Y | +27.5% | +33.5% | -5.9% | +9.0% |
| 3Y | -6.4% | -2.1% | -4.4% | -12.6% |
| 5Y | +58.0% | +5.8% | +52.2% | +36.6% |
| All | -14.9% | +268.6% | -283.4% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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