-23.2%
HD vs ELF
-23.1%
-0.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -1.7% |
| 7D | -1.2% | -1.2% | 0.0% | -1.0% |
| 30D | -11.1% | +5.9% | -17.0% | -11.8% |
| 3M | +2.0% | +99.5% | -97.5% | -5.6% |
| 6M | -10.5% | +26.5% | -37.0% | -14.2% |
| YTD | -6.9% | +37.2% | -44.0% | -11.0% |
| 1Y | -23.2% | -24.4% | +1.2% | -25.7% |
| All | -23.2% | -23.1% | -0.1% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling