+254.2%
HD vs ELF
+337.1%
-82.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.6% | -2.7% |
| 7D | +4.3% | +4.0% | +0.4% | +3.7% |
| 30D | +20.2% | +10.6% | +9.6% | +18.4% |
| 3M | -1.0% | +25.8% | -26.8% | -4.4% |
| 6M | +7.9% | +89.1% | -81.2% | -2.2% |
| YTD | +2.0% | +52.7% | -50.8% | -5.4% |
| 1Y | -4.3% | +51.7% | -56.0% | -11.4% |
| 3Y | +25.9% | +14.2% | +11.7% | +11.6% |
| 5Y | +5.8% | +270.7% | -264.9% | -26.6% |
| All | +254.2% | +337.1% | -82.9% | +109.3% |
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