+1,390.8%
HD vs ELV
+2,444.2%
-1,053.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.5% |
| 7D | -2.1% | +3.3% | -5.4% | -3.0% |
| 30D | -8.4% | +4.2% | -12.6% | -9.6% |
| 3M | +4.3% | -0.1% | +4.4% | +3.6% |
| 6M | -11.1% | +41.3% | -52.4% | -20.9% |
| YTD | -4.7% | +17.4% | -22.1% | -10.9% |
| 1Y | -19.8% | +35.1% | -54.9% | -28.5% |
| 3Y | +4.1% | -3.2% | +7.4% | +0.1% |
| 5Y | +10.3% | +15.6% | -5.3% | -1.9% |
| 10Y | +203.2% | +276.8% | -73.6% | +77.2% |
| All | +1,390.8% | +2,444.2% | -1,053.5% | +313.2% |
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 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