+218.2%
HD vs ELF
+357.0%
-138.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.6% |
| 7D | -2.1% | +5.4% | -7.4% | -2.8% |
| 30D | -8.4% | +27.0% | -35.4% | -11.6% |
| 3M | +4.3% | +113.2% | -108.9% | -6.7% |
| 6M | -11.1% | +36.6% | -47.7% | -15.8% |
| YTD | -4.7% | +44.2% | -48.9% | -10.7% |
| 1Y | -19.8% | -18.0% | -1.8% | -20.1% |
| 3Y | +4.1% | -19.9% | +24.0% | -2.4% |
| 5Y | +10.3% | +257.7% | -247.4% | -23.0% |
| All | +218.2% | +357.0% | -138.7% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling