+392.8%
HL vs ELAN
+99.1%
+293.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.5% |
| 7D | -4.4% | -5.4% | +1.1% | -3.1% |
| 30D | +9.3% | +4.7% | +4.6% | +8.2% |
| 3M | +32.0% | -3.7% | +35.6% | +32.9% |
| 6M | -6.4% | -1.2% | -5.2% | -7.0% |
| YTD | +3.1% | +2.4% | +0.8% | +2.1% |
| 1Y | +77.6% | +23.4% | +54.2% | +68.8% |
| 3Y | +392.8% | +96.7% | +296.1% | +320.0% |
| All | +392.8% | +99.1% | +293.8% | +320.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling