+1,529.8%
HD vs ELV
+2,594.2%
-1,064.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.5% |
| 7D | +5.2% | +3.8% | +1.4% | +4.0% |
| 30D | +20.7% | +4.1% | +16.6% | +19.3% |
| 3M | +0.8% | +8.5% | -7.7% | -1.9% |
| 6M | +12.2% | +14.6% | -2.4% | +6.6% |
| YTD | +4.2% | +24.4% | -20.1% | -4.4% |
| 1Y | -2.6% | +44.2% | -46.8% | -14.7% |
| 3Y | +30.0% | -1.4% | +31.4% | +24.3% |
| 5Y | +8.1% | +8.8% | -0.7% | -1.6% |
| 10Y | +247.2% | +268.4% | -21.2% | +104.6% |
| All | +1,529.8% | +2,594.2% | -1,064.4% | +343.5% |
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 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