+3.1%
HD vs ELV
-6.4%
+9.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.2% |
| 7D | -1.2% | -0.3% | -0.9% | -1.2% |
| 30D | -11.1% | +2.0% | -13.1% | -11.3% |
| 3M | +2.0% | -3.5% | +5.5% | +2.3% |
| 6M | -10.5% | +40.2% | -50.6% | -14.6% |
| YTD | -6.9% | +15.8% | -22.7% | -9.2% |
| 1Y | -23.2% | +33.2% | -56.4% | -26.5% |
| 3Y | +3.1% | -6.2% | +9.3% | +1.2% |
| All | +3.1% | -6.4% | +9.4% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling