+274.1%
HAL vs ELV
+2,595.8%
-2,321.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +2.6% | -0.5% | +3.1% | +2.8% |
| 30D | -0.1% | +1.1% | -1.2% | -0.8% |
| 3M | -1.1% | +8.2% | -9.3% | -4.9% |
| 6M | -20.7% | +10.2% | -31.0% | -25.2% |
| YTD | +17.5% | +24.4% | -6.9% | +3.7% |
| 1Y | +24.1% | +33.8% | -9.7% | +5.9% |
| 3Y | -8.4% | -1.4% | -7.0% | -15.2% |
| 5Y | +53.2% | +5.8% | +47.4% | +34.4% |
| 10Y | -17.2% | +269.1% | -286.3% | -58.8% |
| All | +274.1% | +2,595.8% | -2,321.7% | +3.4% |
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