+323.3%
HAL vs ELV
+2,444.2%
-2,120.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | +2.9% | +3.3% | -0.4% | +1.5% |
| 30D | +17.0% | +4.2% | +12.9% | +14.9% |
| 3M | -9.7% | -0.1% | -9.6% | -10.6% |
| 6M | +8.6% | +41.3% | -32.6% | -7.5% |
| YTD | +33.0% | +17.4% | +15.5% | +20.9% |
| 1Y | +68.3% | +35.1% | +33.3% | +42.9% |
| 3Y | +0.1% | -3.2% | +3.4% | -6.4% |
| 5Y | +102.6% | +15.6% | +87.0% | +70.4% |
| 10Y | +3.8% | +276.8% | -272.9% | -48.6% |
| All | +323.3% | +2,444.2% | -2,120.9% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling