+133.9%
HL vs ELAN
+41.2%
+92.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +1.5% | +1.6% | -0.1% | +0.9% |
| 30D | +25.1% | -6.6% | +31.6% | +27.8% |
| 3M | +22.9% | -0.8% | +23.7% | +22.8% |
| 6M | -4.9% | +0.2% | -5.1% | -6.6% |
| YTD | +7.8% | +8.3% | -0.4% | +5.2% |
| 1Y | +133.9% | +40.2% | +93.6% | +116.4% |
| All | +133.9% | +41.2% | +92.7% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling