+392.8%
HL vs ELV
-2.5%
+395.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.5% | -10.6% | -6.0% |
| 7D | -4.4% | +2.8% | -7.1% | -4.8% |
| 30D | +9.3% | +4.9% | +4.4% | +8.3% |
| 3M | +32.0% | +4.9% | +27.1% | +30.6% |
| 6M | -6.4% | +45.1% | -51.5% | -13.1% |
| YTD | +3.1% | +20.7% | -17.5% | -0.9% |
| 1Y | +77.6% | +35.0% | +42.5% | +67.9% |
| 3Y | +392.8% | -2.4% | +395.3% | +395.4% |
| All | +392.8% | -2.5% | +395.4% | +395.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling