+1,517.1%
HD vs ELV
+2,595.8%
-1,078.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | +18.5% | +1.1% | +17.4% | +18.1% |
| 3M | +2.2% | +8.2% | -6.0% | -0.4% |
| 6M | +13.8% | +10.2% | +3.6% | +9.5% |
| YTD | +3.4% | +24.4% | -21.0% | -5.1% |
| 1Y | -3.5% | +33.8% | -37.3% | -13.5% |
| 3Y | +29.0% | -1.4% | +30.4% | +23.4% |
| 5Y | +6.1% | +5.8% | +0.3% | -2.6% |
| 10Y | +242.3% | +269.1% | -26.8% | +101.6% |
| All | +1,517.1% | +2,595.8% | -1,078.7% | +340.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling