+250.7%
HL vs ELF
+357.0%
-106.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.8% |
| 7D | +1.5% | +5.4% | -3.9% | +0.8% |
| 30D | +25.1% | +27.0% | -1.9% | +21.4% |
| 3M | +22.9% | +113.2% | -90.3% | +11.8% |
| 6M | -4.9% | +36.6% | -41.5% | -9.2% |
| YTD | +7.8% | +44.2% | -36.4% | +2.1% |
| 1Y | +133.9% | -18.0% | +151.9% | +133.0% |
| 3Y | +380.9% | -19.9% | +400.8% | +351.6% |
| 5Y | +230.2% | +257.7% | -27.5% | +128.1% |
| All | +250.7% | +357.0% | -106.2% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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