+30.0%
HD vs ELV
-0.6%
+30.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.0% |
| 7D | +5.2% | +3.8% | +1.4% | +4.8% |
| 30D | +20.7% | +4.1% | +16.6% | +20.3% |
| 3M | +0.8% | +8.5% | -7.7% | 0.0% |
| 6M | +12.2% | +14.6% | -2.4% | +10.3% |
| YTD | +4.2% | +24.4% | -20.1% | +1.1% |
| 1Y | -2.6% | +44.2% | -46.8% | -7.1% |
| 3Y | +30.0% | -1.4% | +31.4% | +33.5% |
| All | +30.0% | -0.6% | +30.6% | +33.5% |
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