+256.9%
HL vs ELV
+280.2%
-23.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -4.4% | +3.2% | -7.6% | -5.3% |
| 30D | +9.3% | +5.4% | +3.9% | +7.5% |
| 3M | +32.0% | +5.4% | +26.6% | +29.6% |
| 6M | -6.4% | +45.7% | -52.1% | -16.6% |
| YTD | +3.1% | +21.2% | -18.1% | -3.5% |
| 1Y | +77.6% | +35.6% | +41.9% | +60.4% |
| 3Y | +392.8% | -2.0% | +394.8% | +377.4% |
| 5Y | +234.1% | +26.0% | +208.1% | +199.0% |
| All | +256.9% | +280.2% | -23.3% | +160.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling