+78.6%
HD vs ELAN
-28.2%
+106.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | -3.8% | -5.4% | +1.6% | -2.6% |
| 30D | -9.4% | +4.7% | -14.1% | -10.5% |
| 3M | -4.6% | -3.7% | -0.9% | -4.1% |
| 6M | -10.1% | -1.2% | -8.9% | -10.8% |
| YTD | -8.3% | +2.4% | -10.7% | -10.0% |
| 1Y | -25.0% | +23.4% | -48.4% | -29.8% |
| 3Y | +1.5% | +96.7% | -95.1% | -20.6% |
| 5Y | +5.6% | -30.6% | +36.2% | +8.9% |
| All | +78.6% | -28.2% | +106.7% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling