+7.4%
HD vs ELV
+14.2%
-6.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.1% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -11.1% | +2.0% | -13.1% | -11.4% |
| 3M | +2.0% | -3.5% | +5.5% | +2.3% |
| 6M | -10.5% | +40.2% | -50.6% | -16.2% |
| YTD | -6.9% | +15.8% | -22.7% | -10.1% |
| 1Y | -23.2% | +33.2% | -56.4% | -28.0% |
| 3Y | +3.1% | -6.2% | +9.3% | +1.8% |
| 5Y | +7.4% | +16.4% | -9.0% | -0.6% |
| All | +7.4% | +14.2% | -6.8% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling