+2,063.5%
HL vs ELV
+2,378.1%
-314.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.3% |
| 7D | +0.4% | -2.2% | +2.6% | +1.0% |
| 30D | +18.8% | -0.2% | +19.0% | +18.8% |
| 3M | +43.7% | -6.1% | +49.8% | +45.9% |
| 6M | -1.0% | +42.8% | -43.9% | -11.6% |
| YTD | +8.7% | +14.4% | -5.7% | +3.2% |
| 1Y | +105.0% | +28.6% | +76.4% | +87.4% |
| 3Y | +427.3% | -7.4% | +434.7% | +418.1% |
| 5Y | +249.3% | +14.5% | +234.8% | +219.7% |
| 10Y | +284.2% | +257.4% | +26.7% | +137.3% |
| All | +2,063.5% | +2,378.1% | -314.6% | +768.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling