+77.6%
HL vs ELV
+36.0%
+41.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -4.4% | +3.2% | -7.6% | -4.9% |
| 30D | +9.3% | +5.4% | +3.9% | +8.3% |
| 3M | +32.0% | +5.4% | +26.6% | +30.2% |
| 6M | -6.4% | +45.7% | -52.1% | -14.7% |
| YTD | +3.1% | +21.2% | -18.1% | -0.8% |
| 1Y | +77.6% | +35.6% | +41.9% | +83.2% |
| All | +77.6% | +36.0% | +41.6% | +83.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling