+576.0%
HL vs ELAN
-28.2%
+604.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | -4.4% | -5.4% | +1.1% | -2.8% |
| 30D | +9.3% | +4.7% | +4.6% | +7.9% |
| 3M | +32.0% | -3.7% | +35.6% | +33.0% |
| 6M | -6.4% | -1.2% | -5.2% | -7.2% |
| YTD | +3.1% | +2.4% | +0.8% | +1.5% |
| 1Y | +77.6% | +23.4% | +54.2% | +64.8% |
| 3Y | +392.8% | +96.7% | +296.1% | +272.7% |
| 5Y | +234.1% | -30.6% | +264.7% | +253.0% |
| All | +576.0% | -28.2% | +604.2% | +477.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling