+40.0%
HLT vs ELAN
+3.3%
+36.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.4% | +4.6% | -0.5% |
| 7D | +3.6% | +1.9% | +1.7% | +3.2% |
| 30D | +14.6% | +5.3% | +9.2% | +13.3% |
| 3M | +13.9% | -9.7% | +23.6% | +15.9% |
| 6M | +18.3% | +3.0% | +15.3% | +16.0% |
| YTD | +28.9% | +4.6% | +24.2% | +25.8% |
| 1Y | +40.0% | +9.6% | +30.4% | +35.2% |
| All | +40.0% | +3.3% | +36.8% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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