+81.4%
HD vs ELAN
-25.7%
+107.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.8% |
| 7D | -1.2% | +0.3% | -1.4% | -1.2% |
| 30D | -11.1% | +8.4% | -19.5% | -12.9% |
| 3M | +2.0% | +1.2% | +0.8% | +1.3% |
| 6M | -10.5% | +2.6% | -13.1% | -12.0% |
| YTD | -6.9% | +5.9% | -12.8% | -9.3% |
| 1Y | -23.2% | +25.8% | -49.0% | -28.4% |
| 3Y | +3.1% | +106.8% | -103.7% | -20.5% |
| 5Y | +7.4% | -29.3% | +36.7% | +10.4% |
| All | +81.4% | -25.7% | +107.1% | +56.2% |
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