+245.3%
HD vs ELV
+269.1%
-23.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.2% | -1.1% | -0.1% | -0.9% |
| 30D | +20.9% | +1.8% | +19.1% | +20.3% |
| 3M | -0.2% | +10.5% | -10.7% | -3.1% |
| 6M | +14.5% | +13.5% | +1.0% | +9.5% |
| YTD | +4.3% | +24.3% | -20.0% | -3.9% |
| 1Y | -3.5% | +38.9% | -42.4% | -14.1% |
| 3Y | +30.1% | -1.5% | +31.6% | +25.2% |
| 5Y | +8.5% | +7.3% | +1.2% | -1.0% |
| 10Y | +245.3% | +268.7% | -23.4% | +126.9% |
| All | +245.3% | +269.1% | -23.8% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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