+248.6%
HD vs ELF
+332.6%
-84.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -0.4% |
| 7D | +1.5% | +1.6% | -0.1% | +1.3% |
| 30D | +18.0% | +9.1% | +8.9% | +16.4% |
| 3M | +2.8% | +28.2% | -25.4% | -1.0% |
| 6M | +17.0% | +119.5% | -102.6% | +3.8% |
| YTD | +3.5% | +55.2% | -51.6% | -4.3% |
| 1Y | -2.6% | +58.6% | -61.2% | -10.3% |
| 3Y | +30.7% | +21.3% | +9.5% | +14.7% |
| 5Y | +6.2% | +276.2% | -270.0% | -26.8% |
| All | +248.6% | +332.6% | -84.1% | +104.1% |
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