-23.1%
HD vs ELV
+30.5%
-53.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -1.0% |
| 7D | -1.8% | -2.2% | +0.4% | -1.7% |
| 30D | -10.8% | -0.2% | -10.6% | -10.8% |
| 3M | -2.7% | -6.1% | +3.4% | -2.1% |
| 6M | -10.3% | +42.8% | -53.1% | -15.3% |
| YTD | -7.8% | +14.4% | -22.2% | -10.6% |
| 1Y | -23.1% | +28.6% | -51.7% | -27.3% |
| All | -23.1% | +30.5% | -53.6% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling