+503.4%
HCA vs ELF
+303.8%
+199.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.2% |
| 7D | +5.4% | -11.6% | +17.1% | +7.1% |
| 30D | +3.0% | +4.6% | -1.7% | +2.2% |
| 3M | +13.0% | +59.7% | -46.7% | +5.7% |
| 6M | -20.3% | +21.2% | -41.5% | -23.1% |
| YTD | -8.2% | +27.4% | -35.7% | -12.8% |
| 1Y | +6.7% | -29.8% | +36.5% | +8.4% |
| 3Y | +60.4% | -28.5% | +88.8% | +50.8% |
| 5Y | +73.4% | +220.0% | -146.6% | +13.5% |
| All | +503.4% | +303.8% | +199.6% | +223.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling