+244.1%
HCA vs ELAN
-28.2%
+272.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | +5.4% | -5.4% | +10.8% | +6.8% |
| 30D | +3.0% | +4.7% | -1.7% | +1.6% |
| 3M | +13.0% | -3.7% | +16.7% | +13.3% |
| 6M | -20.3% | -1.2% | -19.1% | -21.6% |
| YTD | -8.2% | +2.4% | -10.6% | -10.9% |
| 1Y | +6.7% | +23.4% | -16.7% | -1.9% |
| 3Y | +60.4% | +96.7% | -36.3% | +18.4% |
| 5Y | +73.4% | -30.6% | +104.0% | +89.2% |
| All | +244.1% | -28.2% | +272.2% | +217.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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